+39.7%
LNG vs IP
-3.5%
+43.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.1% | +4.1% | +2.9% |
| 7D | -5.5% | 0.0% | -5.5% | -5.5% |
| 30D | +5.7% | +9.4% | -3.6% | +7.2% |
| 3M | +10.7% | -14.1% | +24.8% | +8.1% |
| 6M | +23.1% | +9.2% | +13.9% | +24.6% |
| YTD | +52.4% | -7.5% | +59.9% | +52.8% |
| All | +39.7% | -3.5% | +43.2% | +40.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling