+103.2%
TOST vs LNG
+64.7%
+38.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.3% |
| 7D | +9.4% | -15.9% | +25.3% | +13.3% |
| 30D | +13.5% | +2.1% | +11.4% | +11.6% |
| 3M | -0.1% | +4.8% | -5.0% | -2.7% |
| 6M | +22.5% | +6.8% | +15.7% | +18.1% |
| YTD | -2.4% | +44.0% | -46.4% | -19.0% |
| 1Y | -4.7% | +34.9% | -39.6% | -18.4% |
| 3Y | +103.2% | +67.3% | +35.9% | +60.2% |
| All | +103.2% | +64.7% | +38.6% | +60.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling