+302.0%
TRV vs LNG
+562.2%
-260.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +2.0% |
| 7D | +1.9% | -4.7% | +6.6% | +3.0% |
| 30D | +1.7% | +3.8% | -2.1% | +0.8% |
| 3M | +23.9% | +16.2% | +7.7% | +19.4% |
| 6M | +26.3% | +11.7% | +14.6% | +22.2% |
| YTD | +30.8% | +44.2% | -13.4% | +19.0% |
| 1Y | +36.3% | +18.6% | +17.8% | +29.8% |
| 3Y | +145.0% | +77.4% | +67.6% | +108.6% |
| 5Y | +163.9% | +232.3% | -68.4% | +83.6% |
| All | +302.0% | +562.2% | -260.2% | +129.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling