+1,178.8%
LNG vs TXT
+778.0%
+400.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | +3.4% | -4.8% | +8.2% | +5.4% |
| 30D | +14.9% | -10.6% | +25.5% | +20.0% |
| 3M | +21.4% | -13.2% | +34.6% | +27.6% |
| 6M | +17.8% | -20.3% | +38.2% | +27.3% |
| YTD | +51.3% | -9.3% | +60.5% | +54.5% |
| 1Y | +24.4% | -2.7% | +27.1% | +23.0% |
| 3Y | +79.7% | +1.4% | +78.3% | +70.4% |
| 5Y | +241.3% | +9.6% | +231.8% | +205.6% |
| 10Y | +603.1% | +94.9% | +508.2% | +351.0% |
| All | +1,178.8% | +778.0% | +400.8% | +152.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling