-55.4%
TSLL vs LNG
+103.7%
-159.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.4% | -12.2% | -12.0% |
| 7D | +1.9% | +3.4% | -1.5% | +0.4% |
| 30D | +17.8% | +14.9% | +2.9% | +10.4% |
| 3M | -37.0% | +21.4% | -58.4% | -43.3% |
| 6M | -37.7% | +17.8% | -55.5% | -45.6% |
| YTD | -51.4% | +51.3% | -102.7% | -64.6% |
| 1Y | -23.4% | +24.4% | -47.8% | -36.0% |
| 3Y | -30.8% | +79.7% | -110.5% | -54.1% |
| All | -55.4% | +103.7% | -159.1% | -70.9% |
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