+237.8%
TMUS vs LNG
+811.3%
-573.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | +4.9% | +11.3% | -6.4% | +3.0% |
| 30D | +7.7% | +10.6% | -2.9% | +5.5% |
| 3M | -6.8% | +16.1% | -22.9% | -9.6% |
| 6M | -9.7% | +29.6% | -39.2% | -14.2% |
| YTD | -15.0% | +60.3% | -75.3% | -22.6% |
| 1Y | -19.1% | +46.1% | -65.2% | -25.2% |
| 3Y | +21.4% | +85.9% | -64.5% | +6.3% |
| 5Y | +51.2% | +210.8% | -159.7% | +16.8% |
| All | +237.8% | +811.3% | -573.6% | +123.8% |
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