-6.4%
T vs LNG
+42.0%
-48.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -6.2% | +8.2% | +2.7% |
| 7D | +5.5% | -1.9% | +7.4% | +5.5% |
| 30D | -8.9% | +6.2% | -15.1% | -9.9% |
| 3M | -5.6% | +13.7% | -19.3% | -7.8% |
| 6M | -14.3% | +7.5% | -21.8% | -16.2% |
| YTD | -7.9% | +51.3% | -59.2% | -14.5% |
| 1Y | -6.4% | +42.6% | -49.1% | -11.6% |
| All | -6.4% | +42.0% | -48.4% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 LNG 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