+70.3%
T vs LNG
+562.2%
-491.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +2.0% |
| 7D | +1.5% | -4.7% | +6.2% | +2.3% |
| 30D | +7.5% | +3.8% | +3.6% | +6.7% |
| 3M | +14.8% | +16.2% | -1.3% | +11.8% |
| 6M | -1.7% | +11.7% | -13.4% | -3.9% |
| YTD | +8.7% | +44.2% | -35.5% | +1.8% |
| 1Y | -7.5% | +18.6% | -26.0% | -10.5% |
| 3Y | +110.2% | +77.4% | +32.8% | +88.0% |
| 5Y | +71.6% | +232.3% | -160.6% | +33.1% |
| All | +70.3% | +562.2% | -491.9% | +12.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling