+213.6%
LNG vs IP
-13.5%
+227.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.7% | -0.4% |
| 7D | +11.3% | -0.3% | +11.6% | +11.3% |
| 30D | +10.6% | +7.9% | +2.7% | +9.7% |
| 3M | +16.1% | -15.3% | +31.4% | +18.1% |
| 6M | +29.6% | +10.5% | +19.0% | +26.4% |
| YTD | +60.3% | -9.4% | +69.7% | +59.9% |
| 1Y | +46.1% | -4.6% | +50.7% | +43.9% |
| 3Y | +85.9% | +21.2% | +64.7% | +63.8% |
| All | +213.6% | -13.5% | +227.1% | +202.3% |
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