-12.6%
TLT vs LNG
+811.3%
-823.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -3.1% | +11.3% | -14.4% | -2.7% |
| 30D | +1.0% | +10.6% | -9.6% | +1.4% |
| 3M | -2.7% | +16.1% | -18.8% | -2.2% |
| 6M | -4.1% | +29.6% | -33.7% | -3.2% |
| YTD | -5.4% | +60.3% | -65.7% | -3.7% |
| 1Y | -7.0% | +46.1% | -53.1% | -5.7% |
| 3Y | +2.8% | +85.9% | -83.1% | +5.5% |
| 5Y | -35.4% | +210.8% | -246.2% | -31.3% |
| All | -12.6% | +811.3% | -823.9% | +0.8% |
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 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