+1,802.9%
TER vs LNG
+561.0%
+1,241.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.7% | -4.2% | -3.7% |
| 7D | +9.4% | -4.5% | +13.8% | +10.6% |
| 30D | -2.4% | +4.7% | -7.1% | -4.0% |
| 3M | +6.5% | +15.1% | -8.6% | +1.5% |
| 6M | +23.2% | +13.6% | +9.6% | +16.1% |
| YTD | +91.5% | +44.0% | +47.5% | +66.6% |
| 1Y | +214.8% | +18.4% | +196.4% | +191.3% |
| 3Y | +275.3% | +75.9% | +199.5% | +199.4% |
| 5Y | +211.9% | +231.7% | -19.8% | +93.5% |
| All | +1,802.9% | +561.0% | +1,241.9% | +851.3% |
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