+6,082.4%
TER vs LNG
+1,178.8%
+4,903.5%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.4% | +5.1% | +5.5% |
| 7D | +0.6% | +3.4% | -2.8% | +0.4% |
| 30D | -8.3% | +14.9% | -23.1% | -9.0% |
| 3M | -12.2% | +21.4% | -33.6% | -13.3% |
| 6M | +17.1% | +17.8% | -0.7% | +15.6% |
| YTD | +84.7% | +51.3% | +33.4% | +79.7% |
| 1Y | +199.9% | +24.4% | +175.5% | +195.0% |
| 3Y | +232.8% | +79.7% | +153.1% | +220.1% |
| 5Y | +198.6% | +241.3% | -42.7% | +176.5% |
| 10Y | +1,669.7% | +603.1% | +1,066.6% | +1,469.3% |
| All | +6,082.4% | +1,178.8% | +4,903.5% | +4,296.7% |
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