+166.4%
IWM vs LNG
+562.2%
-395.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | -2.4% | -4.7% | +2.3% | -1.1% |
| 30D | -4.6% | +3.8% | -8.4% | -5.8% |
| 3M | -0.3% | +16.2% | -16.4% | -5.3% |
| 6M | +14.7% | +11.7% | +3.0% | +9.3% |
| YTD | +17.8% | +44.2% | -26.4% | +3.0% |
| 1Y | +21.2% | +18.6% | +2.7% | +12.8% |
| 3Y | +62.3% | +77.4% | -15.1% | +29.5% |
| 5Y | +38.7% | +232.3% | -193.5% | -14.9% |
| All | +166.4% | +562.2% | -395.8% | +27.6% |
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