-53.1%
TE vs LNG
+361.5%
-414.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | +0.2% | -4.7% | +4.9% | +1.0% |
| 30D | -5.9% | +3.8% | -9.7% | -7.0% |
| 3M | -45.6% | +16.2% | -61.7% | -47.9% |
| 6M | -43.4% | +11.7% | -55.1% | -45.7% |
| YTD | -31.0% | +44.2% | -75.2% | -38.4% |
| 1Y | +145.2% | +18.6% | +126.6% | +130.6% |
| 3Y | -24.1% | +77.4% | -101.5% | -35.6% |
| 5Y | -48.1% | +232.3% | -280.4% | -58.5% |
| All | -53.1% | +361.5% | -414.5% | -63.3% |
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