+796.3%
LNG vs IP
+22.3%
+774.0%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.3% | +5.1% | +4.1% |
| 7D | +4.5% | -2.8% | +7.3% | +5.3% |
| 30D | +8.0% | +9.2% | -1.2% | +5.5% |
| 3M | +15.0% | -16.1% | +31.1% | +19.9% |
| 6M | +27.1% | +9.6% | +17.5% | +21.4% |
| YTD | +58.1% | -8.8% | +66.9% | +56.5% |
| 1Y | +45.0% | -5.5% | +50.5% | +41.4% |
| 3Y | +82.6% | +19.6% | +63.0% | +53.4% |
| 5Y | +206.8% | -13.5% | +220.3% | +188.1% |
| 10Y | +796.3% | +22.4% | +773.9% | +609.4% |
| All | +796.3% | +22.3% | +774.0% | +609.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 10y: compounded portfolio wealth divided by compounded IP 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…
10y analysis · Full analysis span regression · 6 months rolling