-48.1%
TOST vs LNG
+225.5%
-273.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | -4.7% | -6.7% | +2.1% | -2.3% |
| 30D | -9.1% | +3.9% | -12.9% | -10.5% |
| 3M | +29.8% | +15.5% | +14.3% | +21.9% |
| 6M | +10.0% | +10.5% | -0.5% | +3.7% |
| YTD | -8.6% | +43.0% | -51.6% | -23.3% |
| 1Y | -20.7% | +18.9% | -39.6% | -27.8% |
| 3Y | +55.7% | +74.7% | -18.9% | +18.1% |
| All | -48.1% | +225.5% | -273.6% | -69.9% |
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