-19.7%
TSCO vs LNG
+74.6%
-94.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | -5.7% | -4.7% | -1.0% | -5.6% |
| 30D | -8.8% | +3.8% | -12.6% | -8.8% |
| 3M | +6.3% | +16.2% | -9.8% | +6.1% |
| 6M | -32.3% | +11.7% | -44.0% | -32.4% |
| YTD | -32.7% | +44.2% | -76.9% | -33.6% |
| 1Y | -43.7% | +18.6% | -62.2% | -43.9% |
| 3Y | -19.7% | +77.4% | -97.1% | -21.2% |
| All | -19.7% | +74.6% | -94.2% | -21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling