+6.5%
IYR vs LNG
+228.1%
-221.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | -1.4% | -4.7% | +3.3% | -0.7% |
| 30D | -2.7% | +3.8% | -6.5% | -3.3% |
| 3M | -2.1% | +16.2% | -18.3% | -4.7% |
| 6M | +3.6% | +11.7% | -8.1% | +1.1% |
| YTD | +8.1% | +44.2% | -36.1% | +0.6% |
| 1Y | +4.7% | +18.6% | -13.8% | +0.9% |
| 3Y | +29.1% | +77.4% | -48.3% | +14.6% |
| All | +6.5% | +228.1% | -221.6% | -13.9% |
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