-25.1%
TGT vs LNG
+228.1%
-253.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +15.6% |
| 6M | +33.4% | +11.7% | +21.8% | +30.6% |
| YTD | +63.8% | +44.2% | +19.6% | +53.3% |
| 1Y | +77.2% | +18.6% | +58.6% | +71.5% |
| 3Y | +41.8% | +77.4% | -35.6% | +25.5% |
| All | -25.1% | +228.1% | -253.2% | -39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling