+4,176.7%
TRV vs LNG
+1,108.4%
+3,068.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.4% | +0.3% |
| 7D | +0.2% | -6.7% | +6.9% | +0.4% |
| 30D | -2.3% | +3.9% | -6.2% | -2.5% |
| 3M | +22.7% | +15.5% | +7.2% | +22.1% |
| 6M | +21.9% | +10.5% | +11.4% | +21.4% |
| YTD | +27.5% | +43.0% | -15.5% | +25.8% |
| 1Y | +36.2% | +18.9% | +17.4% | +35.3% |
| 3Y | +140.6% | +74.7% | +65.9% | +135.5% |
| 5Y | +154.5% | +231.2% | -76.7% | +143.4% |
| 10Y | +295.4% | +544.5% | -249.1% | +268.9% |
| All | +4,176.7% | +1,108.4% | +3,068.2% | +3,404.4% |
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