+187.0%
LNG vs IOT
+54.4%
+132.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.7% |
| 7D | -4.5% | -0.8% | -3.7% | -4.4% |
| 30D | +4.7% | -4.7% | +9.3% | +4.9% |
| 3M | +15.1% | +17.8% | -2.6% | +13.5% |
| 6M | +13.6% | +16.8% | -3.3% | +11.6% |
| YTD | +44.0% | +8.4% | +35.5% | +41.7% |
| 1Y | +18.4% | -0.8% | +19.2% | +17.0% |
| 3Y | +75.9% | +25.7% | +50.1% | +68.2% |
| All | +187.0% | +54.4% | +132.6% | +150.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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