+133.8%
LNG vs TSLQ
-97.2%
+231.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | +0.8% |
| 7D | -4.5% | +5.7% | -10.2% | -4.3% |
| 30D | +4.7% | -21.1% | +25.8% | +4.0% |
| 3M | +15.1% | -11.5% | +26.7% | +15.2% |
| 6M | +13.6% | -14.9% | +28.5% | +13.7% |
| YTD | +44.0% | +2.4% | +41.5% | +45.8% |
| 1Y | +18.4% | -49.8% | +68.1% | +16.1% |
| 3Y | +75.9% | -95.8% | +171.7% | +60.6% |
| All | +133.8% | -97.2% | +231.0% | +120.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling