+48.1%
TSLA vs LNG
+229.3%
-181.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.8% | -1.3% |
| 7D | -3.4% | -4.5% | +1.1% | -2.3% |
| 30D | +9.2% | +4.7% | +4.6% | +7.5% |
| 3M | -4.7% | +15.1% | -19.9% | -9.4% |
| 6M | -8.9% | +13.6% | -22.5% | -14.5% |
| YTD | -19.2% | +44.0% | -63.1% | -31.0% |
| 1Y | +4.5% | +18.4% | -13.8% | -3.8% |
| 3Y | +46.3% | +75.9% | -29.6% | +14.4% |
| 5Y | +48.1% | +231.7% | -183.5% | -7.6% |
| All | +48.1% | +229.3% | -181.1% | -7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling