+4,221.2%
TER vs LNG
+1,255.2%
+2,966.0%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.2% | -5.1% | -5.4% |
| 7D | +14.4% | +11.3% | +3.0% | +13.7% |
| 30D | -30.6% | +10.6% | -41.2% | -31.0% |
| 3M | -39.2% | +16.1% | -55.3% | -39.7% |
| 6M | -31.3% | +29.6% | -60.8% | -32.4% |
| YTD | +29.1% | +60.3% | -31.2% | +25.2% |
| 1Y | +47.4% | +46.1% | +1.3% | +43.7% |
| 3Y | +191.2% | +85.9% | +105.3% | +179.6% |
| 5Y | +74.0% | +210.8% | -136.9% | +61.9% |
| 10Y | +1,005.1% | +808.8% | +196.3% | +867.5% |
| All | +4,221.2% | +1,255.2% | +2,966.0% | +2,962.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling