+13,360.5%
INTU vs LNG
+1,255.2%
+12,105.3%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.7% | +0.5% |
| 7D | +0.1% | +11.3% | -11.3% | -0.4% |
| 30D | +10.1% | +10.6% | -0.6% | +9.5% |
| 3M | -4.2% | +16.1% | -20.3% | -4.8% |
| 6M | -7.2% | +29.6% | -36.8% | -8.3% |
| YTD | -47.7% | +60.3% | -108.0% | -48.8% |
| 1Y | -46.7% | +46.1% | -92.8% | -47.6% |
| 3Y | -34.1% | +85.9% | -120.0% | -36.0% |
| 5Y | -43.3% | +210.8% | -254.1% | -46.2% |
| 10Y | +232.6% | +808.8% | -576.2% | +201.6% |
| All | +13,360.5% | +1,255.2% | +12,105.3% | +10,130.0% |
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