-56.8%
TSLL vs LNG
+93.9%
-150.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.6% | +9.2% | +8.9% |
| 7D | -21.2% | -15.9% | -5.4% | -15.5% |
| 30D | -13.3% | +2.1% | -15.4% | -14.1% |
| 3M | +15.4% | +4.8% | +10.6% | +12.1% |
| 6M | -34.2% | +6.8% | -41.0% | -37.8% |
| YTD | -52.9% | +44.0% | -96.9% | -65.2% |
| 1Y | -54.3% | +34.9% | -89.3% | -64.7% |
| 3Y | -18.4% | +67.3% | -85.7% | -44.2% |
| All | -56.8% | +93.9% | -150.7% | -71.4% |
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