+239.9%
TMUS vs LNG
+813.5%
-573.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -0.9% |
| 7D | +6.5% | +10.9% | -4.4% | +4.6% |
| 30D | +11.3% | +8.1% | +3.1% | +9.4% |
| 3M | -2.9% | +15.7% | -18.6% | -5.7% |
| 6M | -10.5% | +27.2% | -37.8% | -14.8% |
| YTD | -14.4% | +60.7% | -75.1% | -22.2% |
| 1Y | -17.9% | +46.3% | -64.2% | -24.0% |
| 3Y | +21.9% | +85.6% | -63.8% | +6.8% |
| 5Y | +52.1% | +211.6% | -159.4% | +17.5% |
| All | +239.9% | +813.5% | -573.6% | +125.1% |
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