+1,135.5%
IJR vs LNG
+19,235.1%
-18,099.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.0% | -1.1% |
| 7D | -1.1% | -6.7% | +5.6% | -0.4% |
| 30D | -3.6% | +3.9% | -7.5% | -4.1% |
| 3M | +2.3% | +15.5% | -13.2% | +0.6% |
| 6M | +14.3% | +10.5% | +3.8% | +12.6% |
| YTD | +19.3% | +43.0% | -23.7% | +14.2% |
| 1Y | +22.6% | +18.9% | +3.7% | +19.7% |
| 3Y | +53.5% | +74.7% | -21.1% | +43.2% |
| 5Y | +39.9% | +231.2% | -191.3% | +21.1% |
| 10Y | +172.1% | +544.5% | -372.5% | +118.0% |
| All | +1,135.5% | +19,235.1% | -18,099.7% | +582.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling