+18.4%
LNG vs TPR
+9.7%
+8.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.8% |
| 7D | -4.5% | -5.1% | +0.7% | -4.8% |
| 30D | +4.7% | -27.6% | +32.2% | +2.1% |
| 3M | +15.1% | -17.5% | +32.6% | +14.1% |
| 6M | +13.6% | -21.3% | +34.9% | +12.9% |
| YTD | +44.0% | -8.5% | +52.4% | +44.4% |
| 1Y | +18.4% | +11.5% | +6.9% | +20.7% |
| All | +18.4% | +9.7% | +8.7% | +20.7% |
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