+83.4%
LNG vs IP
+19.6%
+63.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.3% | +5.1% | +3.8% |
| 7D | +4.5% | -2.8% | +7.3% | +4.6% |
| 30D | +8.0% | +9.2% | -1.2% | +7.8% |
| 3M | +15.0% | -16.1% | +31.1% | +15.5% |
| 6M | +27.1% | +9.6% | +17.5% | +25.6% |
| YTD | +58.1% | -8.8% | +66.9% | +58.0% |
| 1Y | +45.0% | -5.5% | +50.5% | +44.1% |
| All | +83.4% | +19.6% | +63.8% | +76.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling