+231.2%
LNG vs TPR
+225.0%
+6.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | +0.3% |
| 7D | -6.7% | -7.3% | +0.6% | -6.0% |
| 30D | +3.9% | -30.7% | +34.6% | +7.8% |
| 3M | +15.5% | -21.6% | +37.1% | +18.1% |
| 6M | +10.5% | -21.3% | +31.8% | +12.6% |
| YTD | +43.0% | -10.2% | +53.1% | +42.7% |
| 1Y | +18.9% | +9.5% | +9.4% | +14.9% |
| 3Y | +74.7% | +280.8% | -206.1% | +32.7% |
| 5Y | +231.2% | +218.7% | +12.5% | +152.0% |
| All | +231.2% | +225.0% | +6.3% | +152.0% |
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