-50.0%
TE vs LNG
+357.5%
-407.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -2.9% | -3.0% |
| 7D | +15.0% | -6.7% | +21.7% | +16.4% |
| 30D | -7.5% | +3.9% | -11.4% | -8.6% |
| 3M | -42.0% | +15.5% | -57.5% | -44.4% |
| 6M | -31.4% | +10.5% | -41.9% | -34.1% |
| YTD | -26.5% | +43.0% | -69.5% | -34.2% |
| 1Y | +153.1% | +18.9% | +134.2% | +137.6% |
| 3Y | -20.7% | +74.7% | -95.3% | -32.5% |
| 5Y | -45.4% | +231.2% | -276.7% | -56.2% |
| All | -50.0% | +357.5% | -407.5% | -60.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling