-24.7%
TMUS vs LNG
+19.6%
-44.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.2% |
| 7D | -5.8% | -4.5% | -1.3% | -5.3% |
| 30D | -0.2% | +4.7% | -4.9% | -0.8% |
| 3M | -4.0% | +15.1% | -19.1% | -6.0% |
| 6M | -18.1% | +13.6% | -31.7% | -19.3% |
| YTD | -11.3% | +44.0% | -55.3% | -17.3% |
| 1Y | -24.7% | +18.4% | -43.1% | -26.0% |
| All | -24.7% | +19.6% | -44.3% | -26.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling