+2,801.2%
LNG vs IRM
+9,897.4%
-7,096.2%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.7% | -4.8% | -5.2% |
| 7D | -6.2% | +1.6% | -7.8% | -6.7% |
| 30D | +8.0% | -4.2% | +12.2% | +9.4% |
| 3M | +16.9% | -5.4% | +22.3% | +18.4% |
| 6M | +8.7% | +12.0% | -3.4% | +2.5% |
| YTD | +43.0% | +42.0% | +1.0% | +22.9% |
| 1Y | +19.4% | +29.9% | -10.4% | +5.2% |
| 3Y | +74.7% | +104.4% | -29.6% | +25.8% |
| 5Y | +222.4% | +191.0% | +31.4% | +97.6% |
| 10Y | +532.2% | +417.1% | +115.1% | +186.0% |
| All | +2,801.2% | +9,897.4% | -7,096.2% | +306.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling