+550.0%
LNG vs IRM
+440.8%
+109.2%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | -0.3% |
| 7D | -4.7% | -1.4% | -3.2% | -4.4% |
| 30D | +3.8% | -7.4% | +11.2% | +5.6% |
| 3M | +16.2% | -7.4% | +23.5% | +17.7% |
| 6M | +11.7% | +8.7% | +3.0% | +8.2% |
| YTD | +44.2% | +40.9% | +3.3% | +30.1% |
| 1Y | +18.6% | +20.5% | -2.0% | +11.0% |
| 3Y | +77.4% | +101.7% | -24.3% | +41.6% |
| 5Y | +232.3% | +197.7% | +34.6% | +134.8% |
| All | +550.0% | +440.8% | +109.2% | +278.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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