+668.9%
TEL vs LNG
+613.5%
+55.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.1% | -0.1% |
| 7D | +1.2% | -6.7% | +8.0% | +2.2% |
| 30D | -4.1% | +3.9% | -8.0% | -4.7% |
| 3M | -2.6% | +15.5% | -18.1% | -4.9% |
| 6M | 0.0% | +10.5% | -10.5% | -2.1% |
| YTD | -9.1% | +43.0% | -52.0% | -14.3% |
| 1Y | -0.8% | +18.9% | -19.7% | -4.2% |
| 3Y | +67.4% | +74.7% | -7.3% | +52.1% |
| 5Y | +51.8% | +231.2% | -179.5% | +24.6% |
| 10Y | +299.4% | +544.5% | -245.1% | +195.1% |
| All | +668.9% | +613.5% | +55.4% | +288.2% |
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