+320.5%
TMUS vs LNG
+799.5%
-479.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.4% | -3.9% | -3.5% |
| 7D | +0.1% | +3.4% | -3.3% | -0.4% |
| 30D | +5.3% | +14.9% | -9.6% | +3.3% |
| 3M | +3.1% | +21.4% | -18.3% | +0.4% |
| 6M | -16.5% | +17.8% | -34.3% | -18.5% |
| YTD | -9.2% | +51.3% | -60.4% | -14.4% |
| 1Y | -26.5% | +24.4% | -50.9% | -28.9% |
| 3Y | +39.0% | +79.7% | -40.7% | +27.2% |
| 5Y | +40.4% | +241.3% | -200.9% | +16.4% |
| 10Y | +303.7% | +603.1% | -299.4% | +196.7% |
| All | +320.5% | +799.5% | -479.1% | +161.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling