+1,108.8%
LNG vs TRMB
+3,765.0%
-2,656.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.2% | -4.3% | -5.2% |
| 7D | -6.2% | -0.3% | -5.9% | -6.1% |
| 30D | +8.0% | -1.2% | +9.2% | +8.2% |
| 3M | +16.9% | +9.6% | +7.3% | +13.6% |
| 6M | +8.7% | -16.1% | +24.8% | +12.4% |
| YTD | +43.0% | -25.0% | +68.0% | +51.7% |
| 1Y | +19.4% | -27.7% | +47.1% | +27.4% |
| 3Y | +74.7% | +15.3% | +59.4% | +62.3% |
| 5Y | +222.4% | -37.4% | +259.8% | +241.2% |
| 10Y | +532.2% | +117.5% | +414.7% | +372.4% |
| All | +1,108.8% | +3,765.0% | -2,656.1% | +292.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling