+24.4%
LNG vs TRU
-7.3%
+31.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.9% | +6.3% | +0.2% |
| 7D | +3.4% | -6.8% | +10.2% | +3.2% |
| 30D | +14.9% | 0.0% | +14.8% | +14.9% |
| 3M | +21.4% | +13.3% | +8.1% | +21.7% |
| 6M | +17.8% | +3.4% | +14.4% | +18.8% |
| YTD | +51.3% | -6.4% | +57.7% | +52.7% |
| 1Y | +24.4% | -9.7% | +34.1% | +25.5% |
| All | +24.4% | -7.3% | +31.7% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 1y: compounded portfolio wealth divided by compounded TRU 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…
1y analysis · Full analysis span regression · 6 months rolling