+144.3%
IWM vs LNG
+813.5%
-669.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.3% | -2.1% |
| 7D | +2.8% | +10.9% | -8.2% | -0.4% |
| 30D | +0.6% | +8.1% | -7.5% | -2.1% |
| 3M | -7.8% | +15.7% | -23.5% | -12.2% |
| 6M | -1.0% | +27.2% | -28.2% | -9.0% |
| YTD | +13.9% | +60.7% | -46.8% | -4.1% |
| 1Y | +15.4% | +46.3% | -30.8% | +0.2% |
| 3Y | +70.2% | +85.6% | -15.4% | +33.7% |
| 5Y | +23.7% | +211.6% | -187.9% | -22.1% |
| All | +144.3% | +813.5% | -669.2% | +7.7% |
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