+72.7%
IVV vs LNG
+175.6%
-102.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.7% | -0.4% | +2.0% |
| 7D | +0.1% | -8.4% | +8.5% | +1.3% |
| 30D | -3.3% | +2.7% | -6.0% | -3.9% |
| 3M | -2.4% | +11.7% | -14.1% | -4.3% |
| 6M | +2.6% | +19.5% | -16.9% | -0.7% |
| YTD | +11.3% | +48.0% | -36.7% | +2.4% |
| 1Y | +13.4% | +38.4% | -24.9% | +5.8% |
| 3Y | +80.3% | +71.9% | +8.4% | +59.8% |
| 5Y | +72.7% | +179.9% | -107.2% | +36.8% |
| All | +72.7% | +175.6% | -102.9% | +36.8% |
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