+1,972.3%
LNG vs IVZ
+1,090.9%
+881.4%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.2% | -3.3% | -4.7% |
| 7D | -6.2% | +1.1% | -7.3% | -6.5% |
| 30D | +8.0% | +3.1% | +4.9% | +6.7% |
| 3M | +16.9% | +18.2% | -1.3% | +9.3% |
| 6M | +8.7% | +38.6% | -30.0% | -4.9% |
| YTD | +43.0% | +25.9% | +17.1% | +28.7% |
| 1Y | +19.4% | +51.7% | -32.2% | +0.1% |
| 3Y | +74.7% | +138.7% | -63.9% | +19.1% |
| 5Y | +222.4% | +62.8% | +159.6% | +140.2% |
| 10Y | +532.2% | +60.9% | +471.3% | +323.7% |
| All | +1,972.3% | +1,090.9% | +881.4% | +593.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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