+699.9%
IYR vs LNG
+20,047.3%
-19,347.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.5% | +5.4% | +0.5% |
| 7D | -0.4% | -6.2% | +5.8% | +0.2% |
| 30D | -2.5% | +8.0% | -10.5% | -3.3% |
| 3M | +1.5% | +16.9% | -15.5% | -0.3% |
| 6M | +3.9% | +8.7% | -4.8% | +2.6% |
| YTD | +9.5% | +43.0% | -33.5% | +5.2% |
| 1Y | +7.5% | +19.4% | -12.0% | +5.1% |
| 3Y | +30.8% | +74.7% | -43.9% | +22.5% |
| 5Y | +4.8% | +222.4% | -217.6% | -8.5% |
| 10Y | +64.3% | +532.2% | -467.9% | +32.0% |
| All | +699.9% | +20,047.3% | -19,347.5% | +331.3% |
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 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