+76.8%
LNG vs TPR
+416.0%
-339.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.3% | +3.3% | +3.0% |
| 7D | -5.5% | +12.1% | -17.5% | -5.7% |
| 30D | +5.7% | +16.7% | -10.9% | +5.3% |
| 3M | +10.7% | -17.4% | +28.1% | +11.1% |
| 6M | +23.1% | +2.3% | +20.8% | +22.7% |
| YTD | +52.4% | +7.1% | +45.3% | +51.1% |
| 1Y | +40.0% | +29.5% | +10.5% | +36.9% |
| All | +76.8% | +416.0% | -339.2% | +58.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling