-41.2%
INTU vs LNG
+203.0%
-244.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.8% | -3.1% | -0.1% |
| 7D | -3.9% | +4.5% | -8.4% | -4.8% |
| 30D | +12.0% | +8.0% | +3.9% | +9.8% |
| 3M | +2.3% | +15.0% | -12.7% | -1.0% |
| 6M | -12.1% | +27.1% | -39.2% | -16.9% |
| YTD | -47.5% | +58.1% | -105.7% | -53.1% |
| 1Y | -46.9% | +45.0% | -91.9% | -51.6% |
| 3Y | -33.5% | +82.6% | -116.1% | -42.9% |
| 5Y | -41.2% | +206.8% | -248.1% | -55.2% |
| All | -41.2% | +203.0% | -244.2% | -55.2% |
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