+307.4%
IVV vs LNG
+724.9%
-417.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.0% | -3.4% | -1.0% |
| 7D | -0.6% | -5.5% | +4.9% | +0.5% |
| 30D | -3.7% | +5.7% | -9.4% | -5.1% |
| 3M | -2.7% | +10.7% | -13.4% | -5.3% |
| 6M | +2.2% | +23.1% | -20.8% | -3.2% |
| YTD | +10.9% | +52.4% | -41.5% | -1.2% |
| 1Y | +11.3% | +40.0% | -28.7% | +1.2% |
| 3Y | +76.9% | +76.0% | +0.9% | +49.9% |
| 5Y | +73.5% | +194.7% | -121.2% | +24.7% |
| 10Y | +307.4% | +726.7% | -419.3% | +123.3% |
| All | +307.4% | +724.9% | -417.5% | +123.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling