+550.0%
LNG vs IT
+103.1%
+446.9%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.3% | -5.1% | -1.0% |
| 7D | -4.7% | -3.7% | -1.0% | -3.9% |
| 30D | +3.8% | +0.1% | +3.7% | +3.6% |
| 3M | +16.2% | +20.7% | -4.5% | +9.7% |
| 6M | +11.7% | +12.0% | -0.3% | +6.5% |
| YTD | +44.2% | -28.8% | +73.0% | +52.4% |
| 1Y | +18.6% | -25.5% | +44.1% | +23.1% |
| 3Y | +77.4% | -48.8% | +126.2% | +97.5% |
| 5Y | +232.3% | -42.7% | +275.0% | +246.6% |
| All | +550.0% | +103.1% | +446.9% | +339.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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