+65.7%
T vs LNG
+227.0%
-161.4%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.7% | -1.8% |
| 7D | -3.1% | -6.7% | +3.7% | -2.3% |
| 30D | +4.6% | +3.9% | +0.7% | +4.1% |
| 3M | +12.2% | +15.5% | -3.3% | +10.2% |
| 6M | -6.5% | +10.5% | -17.0% | -7.8% |
| YTD | +4.9% | +43.0% | -38.1% | +0.4% |
| 1Y | -10.5% | +18.9% | -29.4% | -12.6% |
| 3Y | +104.6% | +74.7% | +29.9% | +90.8% |
| All | +65.7% | +227.0% | -161.4% | +43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling