+76.0%
LNG vs IBB
+89.8%
-13.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.1% | +4.1% | +3.0% |
| 7D | -5.5% | +0.8% | -6.3% | -5.5% |
| 30D | +5.7% | +5.2% | +0.6% | +5.6% |
| 3M | +10.7% | +8.6% | +2.1% | +10.3% |
| 6M | +23.1% | +27.8% | -4.8% | +21.3% |
| YTD | +52.4% | +28.8% | +23.6% | +49.9% |
| 1Y | +40.0% | +36.4% | +3.6% | +36.1% |
| 3Y | +76.0% | +89.3% | -13.3% | +66.8% |
| All | +76.0% | +89.8% | -13.8% | +66.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling