+32.7%
LNG vs IRE
-84.4%
+117.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +14.0% | -13.6% | +0.7% |
| 7D | +3.4% | +54.8% | -51.4% | +4.3% |
| 30D | +14.9% | +18.4% | -3.5% | +15.5% |
| 3M | +21.4% | -66.7% | +88.1% | +20.7% |
| 6M | +17.8% | -52.3% | +70.1% | +18.5% |
| YTD | +51.3% | -52.3% | +103.6% | +52.2% |
| All | +32.7% | -84.4% | +117.1% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling