+17.6%
LNG vs IWD
+28.1%
-10.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.5% | -0.2% |
| 7D | -6.7% | -1.2% | -5.6% | -7.0% |
| 30D | +3.9% | -1.6% | +5.5% | +3.4% |
| 3M | +15.5% | +7.0% | +8.5% | +17.3% |
| 6M | +10.5% | +17.0% | -6.5% | +15.3% |
| YTD | +43.0% | +21.6% | +21.3% | +47.8% |
| All | +17.6% | +28.1% | -10.5% | +20.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling