-40.6%
TOST vs LNG
+164.0%
-204.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.2% |
| 7D | +9.4% | -15.9% | +25.3% | +15.5% |
| 30D | +13.5% | +2.1% | +11.4% | +11.4% |
| 3M | -0.1% | +4.8% | -5.0% | -3.2% |
| 6M | +22.5% | +6.8% | +15.7% | +17.0% |
| YTD | -2.4% | +44.0% | -46.4% | -19.6% |
| 1Y | -4.7% | +34.9% | -39.6% | -19.2% |
| 3Y | +103.2% | +67.3% | +35.9% | +54.5% |
| All | -40.6% | +164.0% | -204.5% | -68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling