+357.7%
IGV vs LNG
+562.2%
-204.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | -2.9% | -4.7% | +1.8% | -1.9% |
| 30D | -1.5% | +3.8% | -5.3% | -2.5% |
| 3M | +11.7% | +16.2% | -4.5% | +7.3% |
| 6M | +18.4% | +11.7% | +6.7% | +14.1% |
| YTD | -3.9% | +44.2% | -48.1% | -13.3% |
| 1Y | -9.7% | +18.6% | -28.2% | -14.5% |
| 3Y | +38.4% | +77.4% | -39.0% | +17.1% |
| 5Y | +21.6% | +232.3% | -210.7% | -14.9% |
| All | +357.7% | +562.2% | -204.5% | +168.5% |
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