-49.7%
TE vs LNG
+227.5%
-277.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.7% | -7.4% | -6.9% |
| 7D | +0.9% | -4.5% | +5.4% | +2.0% |
| 30D | -16.3% | +4.7% | -20.9% | -17.9% |
| 3M | -40.8% | +15.1% | -55.9% | -44.3% |
| 6M | -42.6% | +13.6% | -56.2% | -46.6% |
| YTD | -31.4% | +44.0% | -75.4% | -42.5% |
| 1Y | +144.9% | +18.4% | +126.6% | +122.8% |
| 3Y | -26.0% | +75.9% | -101.9% | -43.8% |
| All | -49.7% | +227.5% | -277.2% | -60.5% |
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