+753.8%
IWM vs LNG
+21,583.7%
-20,829.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | +1.4% | +11.3% | -9.9% | +0.2% |
| 30D | +2.3% | +10.6% | -8.4% | +1.0% |
| 3M | -8.3% | +16.1% | -24.4% | -10.0% |
| 6M | -1.3% | +29.6% | -30.9% | -4.4% |
| YTD | +13.5% | +60.3% | -46.8% | +7.0% |
| 1Y | +18.4% | +46.1% | -27.7% | +12.8% |
| 3Y | +69.6% | +85.9% | -16.3% | +56.7% |
| 5Y | +23.3% | +210.8% | -187.6% | +7.0% |
| 10Y | +147.0% | +808.8% | -661.8% | +90.2% |
| All | +753.8% | +21,583.7% | -20,829.9% | +380.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling