+18.6%
LNG vs TSLQ
-49.6%
+68.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.2% |
| 7D | -4.7% | -6.6% | +1.9% | -4.2% |
| 30D | +3.8% | -24.3% | +28.1% | +5.4% |
| 3M | +16.2% | -3.6% | +19.8% | +15.4% |
| 6M | +11.7% | -12.0% | +23.6% | +11.6% |
| YTD | +44.2% | +1.4% | +42.8% | +43.9% |
| 1Y | +18.6% | -43.6% | +62.1% | +19.1% |
| All | +18.6% | -49.6% | +68.2% | +19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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