+277.2%
TER vs LNG
+76.4%
+200.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -5.5% | +9.7% | +4.3% |
| 7D | +11.0% | -6.2% | +17.1% | +11.1% |
| 30D | -1.9% | +8.0% | -9.9% | -2.3% |
| 3M | -0.7% | +16.9% | -17.6% | -1.7% |
| 6M | +36.4% | +8.7% | +27.7% | +34.2% |
| YTD | +92.4% | +43.0% | +49.4% | +76.0% |
| 1Y | +213.5% | +19.4% | +194.1% | +200.7% |
| 3Y | +277.2% | +74.7% | +202.5% | +234.2% |
| All | +277.2% | +76.4% | +200.8% | +234.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling