-44.5%
TOST vs LNG
+227.9%
-272.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.2% |
| 7D | +9.4% | -15.9% | +25.3% | +15.4% |
| 30D | +13.5% | +2.1% | +11.4% | +11.5% |
| 3M | -0.1% | +4.8% | -5.0% | -3.1% |
| 6M | +22.5% | +6.8% | +15.7% | +17.1% |
| YTD | -2.4% | +44.0% | -46.4% | -19.2% |
| 1Y | -4.7% | +34.9% | -39.6% | -18.9% |
| 3Y | +103.2% | +67.3% | +35.9% | +55.7% |
| 5Y | -41.2% | +170.1% | -211.3% | -66.9% |
| All | -44.5% | +227.9% | -272.5% | -68.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling