+323.8%
IVV vs LNG
+544.0%
-220.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.5% | +4.9% | +0.6% |
| 7D | +0.5% | -6.2% | +6.7% | +1.9% |
| 30D | -1.0% | +8.0% | -9.0% | -2.8% |
| 3M | +3.9% | +16.9% | -13.1% | -0.2% |
| 6M | +14.5% | +8.7% | +5.8% | +11.2% |
| YTD | +12.9% | +43.0% | -30.1% | +2.4% |
| 1Y | +19.4% | +19.4% | -0.1% | +13.0% |
| 3Y | +78.8% | +74.7% | +4.1% | +51.8% |
| 5Y | +82.2% | +222.4% | -140.2% | +27.4% |
| All | +323.8% | +544.0% | -220.2% | +140.6% |
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