+222.1%
LNG vs IAG
+820.9%
-598.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.7% | +0.1% |
| 7D | -4.7% | -1.1% | -3.6% | -4.6% |
| 30D | +3.8% | +12.1% | -8.3% | +3.1% |
| 3M | +16.2% | +25.5% | -9.4% | +14.4% |
| 6M | +11.7% | -7.1% | +18.8% | +11.8% |
| YTD | +44.2% | +22.9% | +21.3% | +40.5% |
| 1Y | +18.6% | +83.3% | -64.8% | +11.0% |
| 3Y | +77.4% | +808.5% | -731.1% | +40.3% |
| All | +222.1% | +820.9% | -598.8% | +141.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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