+228.2%
TER vs LNG
+222.3%
+5.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.2% | +3.1% |
| 7D | +12.4% | -6.7% | +19.1% | +13.6% |
| 30D | +5.1% | +3.9% | +1.3% | +4.2% |
| 3M | +4.0% | +15.5% | -11.5% | +0.6% |
| 6M | +29.5% | +10.5% | +19.0% | +25.0% |
| YTD | +98.5% | +43.0% | +55.5% | +77.8% |
| 1Y | +234.1% | +18.9% | +215.2% | +214.7% |
| 3Y | +289.0% | +74.7% | +214.4% | +224.4% |
| 5Y | +228.2% | +231.2% | -3.1% | +139.0% |
| All | +228.2% | +222.3% | +5.9% | +139.0% |
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