+63.3%
IWM vs LNG
+73.1%
-9.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.3% | -1.4% |
| 7D | -1.1% | -6.7% | +5.6% | -0.3% |
| 30D | -3.1% | +3.9% | -7.0% | -3.7% |
| 3M | +2.2% | +15.5% | -13.3% | -0.3% |
| 6M | +15.1% | +10.5% | +4.6% | +12.0% |
| YTD | +18.6% | +43.0% | -24.4% | +8.1% |
| 1Y | +24.0% | +18.9% | +5.1% | +18.5% |
| All | +63.3% | +73.1% | -9.7% | +37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling