+309.3%
TEL vs LNG
+562.2%
-252.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.2% | +3.4% | +3.5% |
| 7D | +1.6% | -4.7% | +6.3% | +2.9% |
| 30D | -0.7% | +3.8% | -4.5% | -1.8% |
| 3M | +2.4% | +16.2% | -13.7% | -2.6% |
| 6M | +4.1% | +11.7% | -7.6% | -0.8% |
| YTD | -5.8% | +44.2% | -50.0% | -17.6% |
| 1Y | +0.9% | +18.6% | -17.7% | -6.2% |
| 3Y | +72.6% | +77.4% | -4.8% | +37.5% |
| 5Y | +57.5% | +232.3% | -174.7% | -4.5% |
| All | +309.3% | +562.2% | -252.9% | +86.7% |
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