-44.4%
TOST vs LNG
+236.9%
-281.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.7% | -2.5% | -0.6% |
| 7D | +4.0% | -8.4% | +12.4% | +6.8% |
| 30D | +11.1% | +2.7% | +8.4% | +9.0% |
| 3M | +0.8% | +11.7% | -10.9% | -4.3% |
| 6M | +38.8% | +19.5% | +19.3% | +27.2% |
| YTD | -2.1% | +48.0% | -50.1% | -19.7% |
| 1Y | -6.0% | +38.4% | -44.4% | -20.7% |
| 3Y | +149.8% | +71.9% | +77.9% | +89.9% |
| 5Y | -42.8% | +179.9% | -222.6% | -68.0% |
| All | -44.4% | +236.9% | -281.3% | -68.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling