+25.4%
LNG vs IRE
-82.8%
+108.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +10.2% | -15.7% | -5.3% |
| 7D | -6.2% | +58.9% | -65.1% | -5.2% |
| 30D | +8.0% | +17.2% | -9.2% | +8.6% |
| 3M | +16.9% | -58.6% | +75.5% | +16.6% |
| 6M | +8.7% | -23.5% | +32.1% | +9.4% |
| YTD | +43.0% | -47.4% | +90.4% | +44.2% |
| All | +25.4% | -82.8% | +108.3% | +25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling