+550.0%
LNG vs IEF
+3.8%
+546.2%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.1% |
| 7D | -4.7% | -1.3% | -3.3% | -5.2% |
| 30D | +3.8% | -1.7% | +5.6% | +3.1% |
| 3M | +16.2% | -2.5% | +18.7% | +15.0% |
| 6M | +11.7% | -3.3% | +14.9% | +10.4% |
| YTD | +44.2% | -2.8% | +47.0% | +42.7% |
| 1Y | +18.6% | -2.7% | +21.3% | +17.4% |
| 3Y | +77.4% | +8.9% | +68.5% | +83.0% |
| 5Y | +232.3% | -9.4% | +241.7% | +192.7% |
| All | +550.0% | +3.8% | +546.2% | +562.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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