+62.5%
T vs LNG
+811.3%
-748.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +2.5% | +11.3% | -8.8% | +0.8% |
| 30D | -3.8% | +10.6% | -14.4% | -5.6% |
| 3M | -8.7% | +16.1% | -24.9% | -11.2% |
| 6M | -8.1% | +29.6% | -37.7% | -12.4% |
| YTD | -6.4% | +60.3% | -66.8% | -14.1% |
| 1Y | -9.8% | +46.1% | -55.9% | -15.9% |
| 3Y | +65.5% | +85.9% | -20.5% | +46.5% |
| 5Y | +57.0% | +210.8% | -153.9% | +23.6% |
| All | +62.5% | +811.3% | -748.8% | +9.8% |
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