+33.0%
TMUS vs LNG
+73.1%
-40.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -5.3% | -6.7% | +1.4% | -4.5% |
| 30D | +0.1% | +3.9% | -3.8% | -0.5% |
| 3M | -0.6% | +15.5% | -16.1% | -2.8% |
| 6M | -17.5% | +10.5% | -28.1% | -19.0% |
| YTD | -11.3% | +43.0% | -54.2% | -16.2% |
| 1Y | -25.4% | +18.9% | -44.3% | -27.6% |
| All | +33.0% | +73.1% | -40.1% | +23.5% |
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 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