-33.9%
INTU vs LNG
+83.1%
-117.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.8% | -3.1% | +0.1% |
| 7D | -3.9% | +4.5% | -8.4% | -4.5% |
| 30D | +12.0% | +8.0% | +3.9% | +10.2% |
| 3M | +2.3% | +15.0% | -12.7% | -0.4% |
| 6M | -12.1% | +27.1% | -39.2% | -16.0% |
| YTD | -47.5% | +58.1% | -105.7% | -52.4% |
| 1Y | -46.9% | +45.0% | -91.9% | -50.8% |
| All | -33.9% | +83.1% | -117.0% | -38.9% |
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