+231.7%
LNG vs TRMB
-39.6%
+271.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.9% |
| 7D | -4.5% | -5.4% | +1.0% | -3.5% |
| 30D | +4.7% | -2.0% | +6.6% | +5.0% |
| 3M | +15.1% | +12.3% | +2.8% | +12.1% |
| 6M | +13.6% | -17.6% | +31.2% | +17.3% |
| YTD | +44.0% | -27.5% | +71.4% | +52.4% |
| 1Y | +18.4% | -29.1% | +47.5% | +25.6% |
| 3Y | +75.9% | +11.5% | +64.4% | +66.4% |
| 5Y | +231.7% | -39.5% | +271.1% | +244.7% |
| All | +231.7% | -39.6% | +271.3% | +244.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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