-45.7%
TOST vs LNG
+244.5%
-290.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.1% |
| 7D | -3.4% | +3.4% | -6.8% | -4.6% |
| 30D | -2.4% | +14.9% | -17.3% | -7.4% |
| 3M | +34.6% | +21.4% | +13.2% | +24.3% |
| 6M | +15.2% | +17.8% | -2.6% | +6.1% |
| YTD | -4.4% | +51.3% | -55.7% | -21.4% |
| 1Y | -17.4% | +24.4% | -41.9% | -26.0% |
| 3Y | +54.5% | +79.7% | -25.2% | +16.2% |
| All | -45.7% | +244.5% | -290.2% | -69.1% |
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