-0.8%
TOST vs LNG
+42.0%
-42.7%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -6.2% | +11.6% | +4.3% |
| 7D | +10.7% | -1.9% | +12.7% | +10.1% |
| 30D | +17.7% | +6.2% | +11.5% | +18.3% |
| 3M | +4.6% | +13.7% | -9.1% | +6.3% |
| 6M | +20.3% | +7.5% | +12.8% | +21.0% |
| YTD | -0.4% | +51.3% | -51.7% | +1.2% |
| 1Y | -0.8% | +42.6% | -43.4% | +1.1% |
| All | -0.8% | +42.0% | -42.7% | +1.1% |
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 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