+20.5%
TMUS vs LNG
+77.7%
-57.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.0% | -2.8% | -0.1% |
| 7D | +9.5% | -5.5% | +15.0% | +10.1% |
| 30D | +13.8% | +5.7% | +8.1% | +12.7% |
| 3M | -4.6% | +10.7% | -15.3% | -6.2% |
| 6M | -11.7% | +23.1% | -34.8% | -14.7% |
| YTD | -15.4% | +52.4% | -67.8% | -21.2% |
| 1Y | -16.1% | +40.0% | -56.2% | -20.8% |
| 3Y | +20.5% | +76.0% | -55.6% | +11.0% |
| All | +20.5% | +77.7% | -57.2% | +11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling