+352.5%
LNG vs TXG
+24.6%
+327.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.2% |
| 7D | -6.7% | +9.1% | -15.9% | -7.3% |
| 30D | +3.9% | +14.9% | -11.0% | +2.8% |
| 3M | +15.5% | +120.0% | -104.5% | +8.9% |
| 6M | +10.5% | +221.8% | -211.3% | +0.8% |
| YTD | +43.0% | +312.6% | -269.6% | +27.5% |
| 1Y | +18.9% | +398.4% | -379.6% | +3.7% |
| 3Y | +74.7% | +42.1% | +32.6% | +64.8% |
| 5Y | +231.2% | -63.5% | +294.7% | +251.4% |
| All | +352.5% | +24.6% | +327.8% | +246.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling