+29.8%
LNG vs IRE
-97.3%
+127.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.5% | +5.2% | +2.7% |
| 7D | -8.4% | -15.5% | +7.2% | -8.3% |
| 30D | +2.7% | -70.4% | +73.1% | +0.8% |
| 3M | +11.7% | -81.6% | +93.4% | +9.1% |
| 6M | +19.5% | -94.7% | +114.2% | +15.8% |
| YTD | +48.0% | -91.8% | +139.7% | +44.9% |
| 1Y | +38.4% | -97.6% | +135.9% | +32.7% |
| All | +29.8% | -97.3% | +127.1% | +25.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling