+42.6%
LNG vs TXG
+406.9%
-364.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +3.4% | -9.6% | -6.0% |
| 7D | -1.9% | -19.3% | +17.3% | -2.9% |
| 30D | +6.2% | -30.9% | +37.1% | +4.7% |
| 3M | +13.7% | +41.1% | -27.3% | +16.1% |
| 6M | +7.5% | +211.9% | -204.4% | +12.4% |
| YTD | +51.3% | +314.0% | -262.7% | +56.5% |
| 1Y | +42.6% | +405.4% | -362.8% | +48.5% |
| All | +42.6% | +406.9% | -364.3% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling