+74.7%
LNG vs IWD
+71.7%
+3.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.8% | -4.7% | -5.0% |
| 7D | -6.2% | -0.2% | -6.0% | -6.1% |
| 30D | +8.0% | -0.8% | +8.8% | +8.4% |
| 3M | +16.9% | +8.0% | +8.9% | +11.6% |
| 6M | +8.7% | +18.2% | -9.5% | -2.1% |
| YTD | +43.0% | +22.3% | +20.7% | +25.4% |
| 1Y | +19.4% | +28.9% | -9.5% | +0.4% |
| 3Y | +74.7% | +71.5% | +3.2% | +25.2% |
| All | +74.7% | +71.7% | +3.0% | +25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling