+12,909.9%
LNG vs IAG
+368.9%
+12,541.1%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.8% | -3.7% | -5.3% |
| 7D | -6.2% | +4.3% | -10.4% | -6.7% |
| 30D | +8.0% | +9.8% | -1.8% | +6.6% |
| 3M | +16.9% | +28.9% | -12.0% | +12.3% |
| 6M | +8.7% | -7.6% | +16.2% | +7.8% |
| YTD | +43.0% | +22.0% | +21.1% | +35.8% |
| 1Y | +19.4% | +99.5% | -80.1% | +5.4% |
| 3Y | +74.7% | +818.3% | -743.6% | +20.3% |
| 5Y | +222.4% | +785.9% | -563.5% | +111.9% |
| 10Y | +532.2% | +381.1% | +151.1% | +302.5% |
| All | +12,909.9% | +368.9% | +12,541.1% | +7,098.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling