+40.6%
LNG vs IRE
-98.1%
+138.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -14.4% | +14.1% | -0.5% |
| 7D | +11.3% | -31.8% | +43.2% | +10.7% |
| 30D | +10.6% | -71.8% | +82.4% | +8.7% |
| 3M | +16.1% | -88.9% | +105.0% | +12.4% |
| 6M | +29.6% | -95.4% | +124.9% | +25.2% |
| YTD | +60.3% | -94.2% | +154.6% | +56.2% |
| 1Y | +46.1% | -97.1% | +143.2% | +41.4% |
| All | +40.6% | -98.1% | +138.7% | +35.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling