+131.2%
TLT vs LNG
+65,903.9%
-65,772.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.2% |
| 7D | -0.4% | +3.4% | -3.9% | -0.3% |
| 30D | -0.6% | +14.9% | -15.4% | -0.1% |
| 3M | -2.7% | +21.4% | -24.1% | -2.1% |
| 6M | -5.6% | +17.8% | -23.4% | -5.0% |
| YTD | -2.8% | +51.3% | -54.1% | -1.3% |
| 1Y | -1.4% | +24.4% | -25.9% | -0.6% |
| 3Y | -1.6% | +79.7% | -81.3% | +0.7% |
| 5Y | -33.8% | +241.3% | -275.1% | -30.5% |
| 10Y | -21.1% | +603.1% | -624.3% | -14.2% |
| All | +131.2% | +65,903.9% | -65,772.7% | +186.7% |
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 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