+419.8%
TXN vs LNG
+562.2%
-142.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.2% | +3.6% | +3.8% |
| 7D | +4.0% | -4.7% | +8.6% | +5.1% |
| 30D | -2.9% | +3.8% | -6.7% | -3.9% |
| 3M | -9.1% | +16.2% | -25.3% | -13.0% |
| 6M | +36.6% | +11.7% | +24.9% | +31.0% |
| YTD | +57.5% | +44.2% | +13.3% | +40.1% |
| 1Y | +49.5% | +18.6% | +31.0% | +40.5% |
| 3Y | +76.5% | +77.4% | -0.9% | +45.8% |
| 5Y | +62.4% | +232.3% | -169.9% | +7.2% |
| All | +419.8% | +562.2% | -142.4% | +175.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling