-21.3%
TOST vs LNG
+19.2%
-40.4%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | -5.4% | -4.7% | -0.7% | -5.7% |
| 30D | -5.7% | +3.8% | -9.5% | -5.3% |
| 3M | +30.1% | +16.2% | +13.9% | +31.3% |
| 6M | +11.9% | +11.7% | +0.2% | +10.9% |
| YTD | -9.5% | +44.2% | -53.8% | -12.9% |
| 1Y | -21.3% | +18.6% | -39.8% | -19.8% |
| All | -21.3% | +19.2% | -40.4% | -19.8% |
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