+19,404.0%
LNG vs IJH
+1,054.0%
+18,350.0%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.6% |
| 7D | -4.7% | -1.9% | -2.8% | -2.9% |
| 30D | +3.8% | -4.6% | +8.5% | +8.6% |
| 3M | +16.2% | -1.2% | +17.3% | +16.6% |
| 6M | +11.7% | +9.4% | +2.3% | -0.1% |
| YTD | +44.2% | +13.3% | +30.9% | +24.1% |
| 1Y | +18.6% | +13.4% | +5.2% | +1.3% |
| 3Y | +77.4% | +50.4% | +27.0% | +8.8% |
| 5Y | +232.3% | +49.0% | +183.3% | +97.6% |
| 10Y | +550.1% | +182.6% | +367.5% | +77.0% |
| All | +19,404.0% | +1,054.0% | +18,350.0% | +2,001.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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