+222.1%
LNG vs IT
-42.9%
+265.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.3% | -5.1% | -0.4% |
| 7D | -4.7% | -3.7% | -1.0% | -4.3% |
| 30D | +3.8% | +0.1% | +3.7% | +3.7% |
| 3M | +16.2% | +20.7% | -4.5% | +12.9% |
| 6M | +11.7% | +12.0% | -0.3% | +9.1% |
| YTD | +44.2% | -28.8% | +73.0% | +49.3% |
| 1Y | +18.6% | -25.5% | +44.1% | +21.5% |
| 3Y | +77.4% | -48.8% | +126.2% | +92.1% |
| All | +222.1% | -42.9% | +265.0% | +228.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling