+145.2%
TE vs LNG
+19.2%
+126.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.8% |
| 7D | +0.2% | -4.7% | +4.9% | -1.9% |
| 30D | -5.9% | +3.8% | -9.7% | -4.2% |
| 3M | -45.6% | +16.2% | -61.7% | -42.0% |
| 6M | -43.4% | +11.7% | -55.1% | -39.3% |
| YTD | -31.0% | +44.2% | -75.2% | -31.6% |
| 1Y | +145.2% | +18.6% | +126.6% | +112.4% |
| All | +145.2% | +19.2% | +126.1% | +112.4% |
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