+89.2%
TER vs LNG
+203.0%
-113.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.8% | +4.5% | +7.6% |
| 7D | +5.9% | +4.5% | +1.4% | +5.2% |
| 30D | -30.8% | +8.0% | -38.8% | -31.7% |
| 3M | -29.9% | +15.0% | -44.9% | -31.8% |
| 6M | -27.5% | +27.1% | -54.5% | -31.1% |
| YTD | +37.5% | +58.1% | -20.7% | +20.3% |
| 1Y | +50.3% | +45.0% | +5.3% | +34.7% |
| 3Y | +204.9% | +82.6% | +122.3% | +151.7% |
| 5Y | +89.2% | +206.8% | -117.7% | +30.9% |
| All | +89.2% | +203.0% | -113.8% | +30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling