-26.4%
TER vs LNG
+28.6%
-54.9%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -0.6% |
| 7D | +24.0% | +10.9% | +13.0% | +25.9% |
| 30D | -30.6% | +8.1% | -38.8% | -28.3% |
| 3M | -34.5% | +15.7% | -50.2% | -29.1% |
| 6M | -26.4% | +27.2% | -53.6% | -9.5% |
| All | -26.4% | +28.6% | -54.9% | -9.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling