+550.0%
LNG vs TXT
+107.7%
+442.2%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.1% | -0.6% |
| 7D | -4.7% | +2.5% | -7.1% | -5.5% |
| 30D | +3.8% | -8.9% | +12.7% | +7.0% |
| 3M | +16.2% | -13.6% | +29.7% | +21.3% |
| 6M | +11.7% | -13.1% | +24.8% | +15.7% |
| YTD | +44.2% | -7.0% | +51.2% | +45.5% |
| 1Y | +18.6% | -1.4% | +20.0% | +16.7% |
| 3Y | +77.4% | +7.0% | +70.5% | +65.5% |
| 5Y | +232.3% | +15.4% | +216.9% | +194.5% |
| All | +550.0% | +107.7% | +442.2% | +357.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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