+328.6%
TMO vs LNG
+562.2%
-233.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | -0.6% | -4.7% | +4.0% | +0.1% |
| 30D | +1.1% | +3.8% | -2.7% | +0.5% |
| 3M | +28.3% | +16.2% | +12.2% | +25.3% |
| 6M | +23.3% | +11.7% | +11.6% | +20.5% |
| YTD | +5.5% | +44.2% | -38.8% | -1.2% |
| 1Y | +24.5% | +18.6% | +6.0% | +20.4% |
| 3Y | +19.6% | +77.4% | -57.8% | +6.8% |
| 5Y | +8.1% | +232.3% | -224.1% | -15.4% |
| All | +328.6% | +562.2% | -233.6% | +192.5% |
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 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