-5.6%
TLT vs LNG
+42.0%
-47.6%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.2% | +7.0% | +0.5% |
| 7D | +1.0% | -1.9% | +2.9% | +0.9% |
| 30D | +6.0% | +6.2% | -0.2% | +6.5% |
| 3M | -0.9% | +13.7% | -14.6% | +0.1% |
| 6M | -2.3% | +7.5% | -9.8% | -1.4% |
| YTD | -3.3% | +51.3% | -54.6% | -3.3% |
| 1Y | -5.6% | +42.6% | -48.2% | -5.7% |
| All | -5.6% | +42.0% | -47.6% | -5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling