+241.6%
LNG vs IP
-17.2%
+258.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | +0.2% |
| 7D | +3.4% | -5.3% | +8.7% | +4.0% |
| 30D | +14.9% | -10.9% | +25.7% | +16.2% |
| 3M | +21.4% | +11.2% | +10.2% | +18.8% |
| 6M | +17.8% | -10.2% | +28.0% | +19.1% |
| YTD | +51.3% | -2.0% | +53.3% | +49.7% |
| 1Y | +24.4% | -19.1% | +43.5% | +27.9% |
| 3Y | +79.7% | +20.9% | +58.8% | +61.9% |
| All | +241.6% | -17.2% | +258.8% | +232.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling