+222.1%
LNG vs IEF
-9.5%
+231.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -4.7% | -1.3% | -3.3% | -4.9% |
| 30D | +3.8% | -1.7% | +5.6% | +3.6% |
| 3M | +16.2% | -2.5% | +18.7% | +15.8% |
| 6M | +11.7% | -3.3% | +14.9% | +11.3% |
| YTD | +44.2% | -2.8% | +47.0% | +43.7% |
| 1Y | +18.6% | -2.7% | +21.3% | +18.2% |
| 3Y | +77.4% | +8.9% | +68.5% | +76.3% |
| All | +222.1% | -9.5% | +231.6% | +185.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling