+18.6%
LNG vs INDA
-8.4%
+27.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | +0.7% |
| 7D | -4.7% | -2.7% | -2.0% | -6.1% |
| 30D | +3.8% | -2.8% | +6.6% | +2.2% |
| 3M | +16.2% | +1.6% | +14.5% | +17.3% |
| 6M | +11.7% | -1.4% | +13.1% | +12.7% |
| YTD | +44.2% | -10.1% | +54.3% | +45.8% |
| 1Y | +18.6% | -8.8% | +27.3% | +21.0% |
| All | +18.6% | -8.4% | +27.0% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 1y: compounded portfolio wealth divided by compounded INDA 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…
1y analysis · Full analysis span regression · 6 months rolling