+1,117.3%
LNG vs IP
+223.6%
+893.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.9% |
| 7D | -15.9% | -5.1% | -10.8% | -14.3% |
| 30D | +2.1% | +8.5% | -6.4% | -1.1% |
| 3M | +4.8% | -13.8% | +18.6% | +9.9% |
| 6M | +6.8% | +5.7% | +1.1% | +2.1% |
| YTD | +44.0% | -9.1% | +53.1% | +41.9% |
| 1Y | +34.9% | -0.8% | +35.7% | +28.1% |
| 3Y | +67.3% | +14.8% | +52.5% | +41.8% |
| 5Y | +170.1% | -11.5% | +181.6% | +148.5% |
| 10Y | +693.0% | +27.9% | +665.1% | +494.8% |
| All | +1,117.3% | +223.6% | +893.7% | +633.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling