-42.6%
INTU vs LNG
+222.3%
-264.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.5% | -1.6% |
| 7D | -8.5% | -6.7% | -1.7% | -7.2% |
| 30D | -6.1% | +3.9% | -10.0% | -6.9% |
| 3M | +7.3% | +15.5% | -8.2% | +4.0% |
| 6M | -33.2% | +10.5% | -43.7% | -35.0% |
| YTD | -52.2% | +43.0% | -95.1% | -56.0% |
| 1Y | -52.7% | +18.9% | -71.6% | -54.7% |
| 3Y | -41.6% | +74.7% | -116.3% | -49.0% |
| 5Y | -42.6% | +231.2% | -273.9% | -53.9% |
| All | -42.6% | +222.3% | -264.9% | -53.9% |
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 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