+548.8%
LNG vs IBB
+125.2%
+423.6%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +1.2% |
| 7D | -4.5% | -5.2% | +0.8% | -2.6% |
| 30D | +4.7% | +1.5% | +3.2% | +3.9% |
| 3M | +15.1% | +22.1% | -7.0% | +6.7% |
| 6M | +13.6% | +17.7% | -4.2% | +6.0% |
| YTD | +44.0% | +20.2% | +23.8% | +33.0% |
| 1Y | +18.4% | +44.4% | -26.1% | +1.3% |
| 3Y | +75.9% | +61.1% | +14.8% | +41.0% |
| 5Y | +231.7% | +18.5% | +213.1% | +201.3% |
| All | +548.8% | +125.2% | +423.6% | +336.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 10y: compounded portfolio wealth divided by compounded IBB 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…
10y analysis · Full analysis span regression · 6 months rolling