+134.2%
LNG vs TSLQ
-97.2%
+231.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.2% |
| 7D | -4.7% | -6.6% | +1.9% | -4.9% |
| 30D | +3.8% | -24.3% | +28.1% | +3.1% |
| 3M | +16.2% | -3.6% | +19.8% | +16.5% |
| 6M | +11.7% | -12.0% | +23.6% | +12.0% |
| YTD | +44.2% | +1.4% | +42.8% | +46.0% |
| 1Y | +18.6% | -43.6% | +62.1% | +17.0% |
| 3Y | +77.4% | -95.4% | +172.8% | +63.5% |
| All | +134.2% | -97.2% | +231.4% | +121.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling