+802.4%
LNG vs IWD
+202.4%
+600.0%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +2.0% |
| 7D | +10.9% | +1.7% | +9.3% | +9.4% |
| 30D | +8.1% | +3.2% | +4.9% | +5.0% |
| 3M | +15.7% | +2.3% | +13.4% | +13.2% |
| 6M | +27.2% | +12.9% | +14.3% | +13.9% |
| YTD | +60.7% | +26.2% | +34.5% | +29.6% |
| 1Y | +46.3% | +28.3% | +18.0% | +16.1% |
| 3Y | +85.6% | +84.4% | +1.2% | +5.3% |
| 5Y | +211.6% | +73.0% | +138.6% | +86.4% |
| All | +802.4% | +202.4% | +600.0% | +182.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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