+39.7%
LNG vs TPR
+30.9%
+8.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.3% | +3.3% | +3.0% |
| 7D | -5.5% | +12.1% | -17.5% | -4.5% |
| 30D | +5.7% | +16.7% | -10.9% | +7.0% |
| 3M | +10.7% | -17.4% | +28.1% | +8.3% |
| 6M | +23.1% | +2.3% | +20.8% | +24.1% |
| YTD | +52.4% | +7.1% | +45.3% | +56.6% |
| All | +39.7% | +30.9% | +8.9% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TPR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling