+203.6%
TGT vs LNG
+562.2%
-358.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -5.2% | -4.7% | -0.6% | -4.6% |
| 30D | +1.2% | +3.8% | -2.6% | +0.6% |
| 3M | +18.4% | +16.2% | +2.2% | +15.5% |
| 6M | +33.4% | +11.7% | +21.8% | +30.5% |
| YTD | +63.8% | +44.2% | +19.6% | +53.5% |
| 1Y | +77.2% | +18.6% | +58.6% | +71.3% |
| 3Y | +41.8% | +77.4% | -35.6% | +26.8% |
| 5Y | -25.5% | +232.3% | -257.8% | -40.7% |
| All | +203.6% | +562.2% | -358.6% | +127.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling