+1,119.0%
LNG vs IFF
+412.1%
+706.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | -4.7% | -3.2% | -1.5% | -3.4% |
| 30D | +3.8% | -0.3% | +4.1% | +3.9% |
| 3M | +16.2% | +8.4% | +7.7% | +11.2% |
| 6M | +11.7% | +23.0% | -11.3% | -0.9% |
| YTD | +44.2% | +25.5% | +18.7% | +26.0% |
| 1Y | +18.6% | +29.1% | -10.5% | +1.8% |
| 3Y | +77.4% | +31.7% | +45.8% | +44.3% |
| 5Y | +232.3% | -35.2% | +267.5% | +252.1% |
| 10Y | +550.1% | -20.7% | +570.9% | +473.5% |
| All | +1,119.0% | +412.1% | +706.9% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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