+24.4%
LNG vs ITW
+5.8%
+18.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.3% |
| 7D | +3.4% | -3.6% | +7.0% | +2.9% |
| 30D | +14.9% | -9.1% | +24.0% | +13.4% |
| 3M | +21.4% | +8.2% | +13.2% | +21.8% |
| 6M | +17.8% | -4.8% | +22.6% | +19.1% |
| YTD | +51.3% | +11.0% | +40.3% | +51.4% |
| 1Y | +24.4% | +4.2% | +20.2% | +24.0% |
| All | +24.4% | +5.8% | +18.7% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 1y: compounded portfolio wealth divided by compounded ITW 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…
1y analysis · Full analysis span regression · 6 months rolling