+990.2%
IBKR vs LNG
+562.2%
+428.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.1% |
| 7D | -1.3% | -4.7% | +3.3% | 0.0% |
| 30D | -0.2% | +3.8% | -4.0% | -1.5% |
| 3M | +3.0% | +16.2% | -13.2% | -2.2% |
| 6M | +33.9% | +11.7% | +22.2% | +27.2% |
| YTD | +42.5% | +44.2% | -1.7% | +24.5% |
| 1Y | +44.9% | +18.6% | +26.3% | +34.6% |
| 3Y | +293.0% | +77.4% | +215.6% | +220.8% |
| 5Y | +497.7% | +232.3% | +265.4% | +286.5% |
| All | +990.2% | +562.2% | +428.0% | +454.6% |
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 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