-5.5%
TOST vs LNG
+45.6%
-51.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.4% |
| 7D | 0.0% | +11.3% | -11.3% | +1.9% |
| 30D | +16.2% | +10.6% | +5.5% | +17.6% |
| 3M | -1.5% | +16.1% | -17.7% | +0.4% |
| 6M | +55.3% | +29.6% | +25.8% | +59.9% |
| YTD | -2.3% | +60.3% | -62.7% | -1.5% |
| 1Y | -5.5% | +46.1% | -51.6% | -4.0% |
| All | -5.5% | +45.6% | -51.2% | -4.0% |
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