+41.8%
TGT vs LNG
+74.6%
-32.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -5.2% | -4.7% | -0.6% | -4.9% |
| 30D | +1.2% | +3.8% | -2.6% | +0.9% |
| 3M | +18.4% | +16.2% | +2.2% | +16.6% |
| 6M | +33.4% | +11.7% | +21.8% | +31.5% |
| YTD | +63.8% | +44.2% | +19.6% | +55.2% |
| 1Y | +77.2% | +18.6% | +58.6% | +73.1% |
| 3Y | +41.8% | +77.4% | -35.6% | +22.1% |
| All | +41.8% | +74.6% | -32.8% | +22.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling