+1,108.8%
LNG vs TSN
+548.2%
+560.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.7% | -7.1% | -5.8% |
| 7D | -6.2% | -5.0% | -1.1% | -5.2% |
| 30D | +8.0% | -9.1% | +17.1% | +10.0% |
| 3M | +16.9% | -7.4% | +24.3% | +18.4% |
| 6M | +8.7% | -13.4% | +22.0% | +11.2% |
| YTD | +43.0% | -8.5% | +51.5% | +44.6% |
| 1Y | +19.4% | -3.2% | +22.6% | +19.1% |
| 3Y | +74.7% | +11.5% | +63.2% | +67.4% |
| 5Y | +222.4% | -19.5% | +241.9% | +227.0% |
| 10Y | +532.2% | -9.1% | +541.3% | +504.4% |
| All | +1,108.8% | +548.2% | +560.6% | +495.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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