+356.4%
LNG vs TXG
+27.0%
+329.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.3% | -3.1% | 0.0% |
| 7D | -4.7% | +9.5% | -14.2% | -5.2% |
| 30D | +3.8% | +18.8% | -15.0% | +2.6% |
| 3M | +16.2% | +136.1% | -120.0% | +9.0% |
| 6M | +11.7% | +235.2% | -223.5% | +1.5% |
| YTD | +44.2% | +320.5% | -276.3% | +28.4% |
| 1Y | +18.6% | +425.2% | -406.6% | +3.0% |
| 3Y | +77.4% | +42.9% | +34.5% | +67.5% |
| 5Y | +232.3% | -62.8% | +295.1% | +252.2% |
| All | +356.4% | +27.0% | +329.4% | +248.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling