+23.8%
IWM vs LNG
+211.7%
-187.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | +1.4% | +11.3% | -9.9% | -0.7% |
| 30D | +2.3% | +10.6% | -8.4% | 0.0% |
| 3M | -8.3% | +16.1% | -24.4% | -11.4% |
| 6M | -1.3% | +29.6% | -30.9% | -7.3% |
| YTD | +13.5% | +60.3% | -46.8% | -0.2% |
| 1Y | +18.4% | +46.1% | -27.7% | +6.6% |
| 3Y | +69.6% | +85.9% | -16.3% | +41.2% |
| All | +23.8% | +211.7% | -187.9% | -14.3% |
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 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