+1,119.0%
LNG vs ITW
+4,958.0%
-3,839.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.4% |
| 7D | -4.7% | -0.7% | -4.0% | -4.3% |
| 30D | +3.8% | -8.3% | +12.1% | +8.5% |
| 3M | +16.2% | +6.0% | +10.1% | +11.9% |
| 6M | +11.7% | 0.0% | +11.7% | +10.1% |
| YTD | +44.2% | +10.2% | +34.0% | +34.6% |
| 1Y | +18.6% | +3.2% | +15.3% | +14.1% |
| 3Y | +77.4% | +21.0% | +56.4% | +54.5% |
| 5Y | +232.3% | +37.9% | +194.3% | +163.0% |
| 10Y | +550.1% | +193.2% | +356.9% | +227.3% |
| All | +1,119.0% | +4,958.0% | -3,839.0% | +20.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling