+77.4%
LNG vs TRU
-1.3%
+78.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | +0.1% |
| 7D | -4.7% | -2.7% | -1.9% | -4.4% |
| 30D | +3.8% | -2.0% | +5.9% | +3.9% |
| 3M | +16.2% | +18.4% | -2.3% | +14.0% |
| 6M | +11.7% | +8.9% | +2.8% | +10.2% |
| YTD | +44.2% | -8.9% | +53.1% | +45.1% |
| 1Y | +18.6% | -15.9% | +34.4% | +20.4% |
| 3Y | +77.4% | -1.1% | +78.5% | +86.2% |
| All | +77.4% | -1.3% | +78.7% | +86.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling