+83.3%
IVV vs LNG
+236.9%
-153.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | +0.1% | +3.4% | -3.3% | -0.4% |
| 30D | +0.1% | +14.9% | -14.8% | -2.0% |
| 3M | +2.0% | +21.4% | -19.4% | -1.2% |
| 6M | +13.0% | +17.8% | -4.8% | +9.4% |
| YTD | +13.6% | +51.3% | -37.7% | +4.7% |
| 1Y | +20.1% | +24.4% | -4.4% | +14.8% |
| 3Y | +77.6% | +79.7% | -2.1% | +57.1% |
| All | +83.3% | +236.9% | -153.6% | +44.1% |
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