+4,802.9%
TGT vs LNG
+1,108.4%
+3,694.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | -3.6% | -6.7% | +3.2% | -3.4% |
| 30D | +4.4% | +3.9% | +0.6% | +4.3% |
| 3M | +25.4% | +15.5% | +9.9% | +24.7% |
| 6M | +33.4% | +10.5% | +22.9% | +32.8% |
| YTD | +65.6% | +43.0% | +22.6% | +63.5% |
| 1Y | +80.3% | +18.9% | +61.4% | +79.1% |
| 3Y | +42.1% | +74.7% | -32.5% | +39.2% |
| 5Y | -25.0% | +231.2% | -256.2% | -28.1% |
| 10Y | +208.2% | +544.5% | -336.3% | +187.9% |
| All | +4,802.9% | +1,108.4% | +3,694.4% | +3,802.5% |
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