+76.5%
TXN vs LNG
+74.6%
+2.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.2% | +3.6% | +3.8% |
| 7D | +4.0% | -4.7% | +8.6% | +4.4% |
| 30D | -2.9% | +3.8% | -6.7% | -3.2% |
| 3M | -9.1% | +16.2% | -25.3% | -10.8% |
| 6M | +36.6% | +11.7% | +24.9% | +33.5% |
| YTD | +57.5% | +44.2% | +13.3% | +43.8% |
| 1Y | +49.5% | +18.6% | +31.0% | +44.1% |
| 3Y | +76.5% | +77.4% | -0.9% | +55.1% |
| All | +76.5% | +74.6% | +2.0% | +55.1% |
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