+195.7%
LNG vs TPR
+243.8%
-48.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.3% | +3.3% | +3.0% |
| 7D | -5.5% | +12.1% | -17.5% | -6.6% |
| 30D | +5.7% | +16.7% | -10.9% | +4.0% |
| 3M | +10.7% | -17.4% | +28.1% | +12.6% |
| 6M | +23.1% | +2.3% | +20.8% | +21.9% |
| YTD | +52.4% | +7.1% | +45.3% | +49.2% |
| 1Y | +40.0% | +29.5% | +10.5% | +33.3% |
| 3Y | +76.0% | +415.0% | -339.0% | +28.1% |
| All | +195.7% | +243.8% | -48.1% | +132.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling