+58,491.3%
LNG vs IEF
+128.5%
+58,362.8%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.2% | -0.4% |
| 7D | -6.7% | -0.3% | -6.4% | -7.1% |
| 30D | +3.9% | -0.6% | +4.4% | +3.1% |
| 3M | +15.5% | -1.0% | +16.5% | +14.3% |
| 6M | +10.5% | -3.1% | +13.6% | +6.7% |
| YTD | +43.0% | -1.9% | +44.8% | +40.2% |
| 1Y | +18.9% | -1.4% | +20.2% | +17.3% |
| 3Y | +74.7% | +9.8% | +64.9% | +97.4% |
| 5Y | +231.2% | -8.8% | +240.1% | +175.9% |
| 10Y | +544.5% | +4.7% | +539.8% | +591.3% |
| All | +58,491.3% | +128.5% | +58,362.8% | +180,589.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling