+55.6%
TOST vs LNG
+86.5%
-30.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -3.4% | +3.4% | -6.8% | -4.3% |
| 30D | -2.4% | +14.9% | -17.3% | -6.2% |
| 3M | +34.6% | +21.4% | +13.2% | +26.4% |
| 6M | +15.2% | +17.8% | -2.6% | +7.4% |
| YTD | -4.4% | +51.3% | -55.7% | -20.4% |
| 1Y | -17.4% | +24.4% | -41.9% | -24.8% |
| All | +55.6% | +86.5% | -30.9% | +19.3% |
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