+550.0%
LNG vs TRGP
+863.3%
-313.3%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.7% | +0.4% |
| 7D | -4.7% | +0.1% | -4.7% | -4.7% |
| 30D | +3.8% | +8.0% | -4.2% | +0.4% |
| 3M | +16.2% | +8.3% | +7.9% | +12.4% |
| 6M | +11.7% | +23.9% | -12.2% | +2.2% |
| YTD | +44.2% | +59.6% | -15.4% | +18.9% |
| 1Y | +18.6% | +79.4% | -60.9% | -7.3% |
| 3Y | +77.4% | +269.4% | -192.0% | +3.6% |
| 5Y | +232.3% | +641.6% | -409.4% | +50.2% |
| All | +550.0% | +863.3% | -313.3% | +125.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 10y: compounded portfolio wealth divided by compounded TRGP 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…
10y analysis · Full analysis span regression · 6 months rolling