+311.2%
LNG vs TRU
+226.0%
+85.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.7% | +0.1% |
| 7D | -6.7% | -6.5% | -0.3% | -5.3% |
| 30D | +3.9% | -2.5% | +6.4% | +4.3% |
| 3M | +15.5% | +10.4% | +5.1% | +12.0% |
| 6M | +10.5% | +1.6% | +8.9% | +8.5% |
| YTD | +43.0% | -9.7% | +52.7% | +43.9% |
| 1Y | +18.9% | -17.3% | +36.1% | +21.7% |
| 3Y | +74.7% | -1.8% | +76.5% | +63.0% |
| 5Y | +231.2% | -36.2% | +267.5% | +251.2% |
| 10Y | +544.5% | +143.2% | +401.3% | +257.0% |
| All | +311.2% | +226.0% | +85.2% | +94.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling