+329.5%
LNG vs TW
+211.2%
+118.2%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | 0.0% | 0.0% |
| 7D | -6.7% | -0.5% | -6.2% | -6.6% |
| 30D | +3.9% | -0.6% | +4.5% | +4.0% |
| 3M | +15.5% | +3.4% | +12.1% | +13.9% |
| 6M | +10.5% | -18.4% | +29.0% | +16.0% |
| YTD | +43.0% | -3.9% | +46.9% | +43.0% |
| 1Y | +18.9% | -13.3% | +32.2% | +22.2% |
| 3Y | +74.7% | +20.8% | +53.8% | +63.3% |
| 5Y | +231.2% | +20.3% | +211.0% | +203.6% |
| All | +329.5% | +211.2% | +118.2% | +184.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling