+21.2%
IGV vs LNG
+229.3%
-208.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.7% |
| 7D | -5.4% | -4.5% | -0.9% | -4.6% |
| 30D | -2.6% | +4.7% | -7.3% | -3.5% |
| 3M | +10.5% | +15.1% | -4.6% | +7.2% |
| 6M | +18.2% | +13.6% | +4.6% | +14.1% |
| YTD | -4.2% | +44.0% | -48.2% | -12.5% |
| 1Y | -9.8% | +18.4% | -28.2% | -13.9% |
| 3Y | +39.1% | +75.9% | -36.7% | +21.1% |
| 5Y | +21.2% | +231.7% | -210.5% | -4.8% |
| All | +21.2% | +229.3% | -208.1% | -4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling