-34.9%
TLT vs LNG
+222.3%
-257.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.6% |
| 7D | -0.3% | -6.7% | +6.5% | -0.3% |
| 30D | 0.0% | +3.9% | -3.9% | 0.0% |
| 3M | -2.9% | +15.5% | -18.4% | -2.9% |
| 6M | -6.3% | +10.5% | -16.8% | -6.3% |
| YTD | -3.3% | +43.0% | -46.3% | -3.6% |
| 1Y | -4.2% | +18.9% | -23.1% | -4.3% |
| 3Y | -1.7% | +74.7% | -76.3% | -2.2% |
| 5Y | -34.9% | +231.2% | -266.1% | -32.2% |
| All | -34.9% | +222.3% | -257.1% | -32.2% |
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