+333.2%
LNG vs TW
+206.7%
+126.5%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.4% |
| 7D | -4.7% | -4.5% | -0.2% | -3.5% |
| 30D | +3.8% | -2.3% | +6.1% | +4.4% |
| 3M | +16.2% | +2.6% | +13.6% | +14.8% |
| 6M | +11.7% | -17.5% | +29.2% | +16.9% |
| YTD | +44.2% | -5.3% | +49.5% | +44.8% |
| 1Y | +18.6% | -14.8% | +33.3% | +22.4% |
| 3Y | +77.4% | +18.8% | +58.6% | +66.6% |
| 5Y | +232.3% | +20.7% | +211.5% | +204.0% |
| All | +333.2% | +206.7% | +126.5% | +188.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling