+53.0%
IJR vs LNG
+74.6%
-21.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.4% | +0.5% |
| 7D | -2.2% | -4.7% | +2.5% | -1.6% |
| 30D | -4.6% | +3.8% | -8.4% | -5.2% |
| 3M | +0.2% | +16.2% | -15.9% | -2.3% |
| 6M | +14.7% | +11.7% | +3.0% | +11.6% |
| YTD | +18.9% | +44.2% | -25.4% | +8.5% |
| 1Y | +19.9% | +18.6% | +1.4% | +15.0% |
| 3Y | +53.0% | +77.4% | -24.4% | +27.8% |
| All | +53.0% | +74.6% | -21.5% | +27.8% |
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 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