+906.4%
LNG vs IQV
+498.2%
+408.2%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.6% | -0.3% |
| 7D | -4.7% | -2.2% | -2.4% | -4.1% |
| 30D | +3.8% | +8.3% | -4.5% | +1.5% |
| 3M | +16.2% | +44.6% | -28.4% | +3.8% |
| 6M | +11.7% | +52.6% | -40.9% | -2.8% |
| YTD | +44.2% | +16.1% | +28.1% | +35.2% |
| 1Y | +18.6% | +37.3% | -18.7% | +4.8% |
| 3Y | +77.4% | +21.6% | +55.8% | +55.7% |
| 5Y | +232.3% | +0.5% | +231.8% | +205.2% |
| 10Y | +550.1% | +239.7% | +310.5% | +240.6% |
| All | +906.4% | +498.2% | +408.2% | +331.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IQV.
Daily Out/Under-Performance
Portfolio return minus IQV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IQV 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 IQV 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