+20,361.2%
LNG vs IWD
+726.5%
+19,634.7%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +1.1% |
| 7D | +3.4% | -0.3% | +3.7% | +3.7% |
| 30D | +14.9% | +0.6% | +14.3% | +14.0% |
| 3M | +21.4% | +7.2% | +14.2% | +11.7% |
| 6M | +17.8% | +16.2% | +1.6% | -1.8% |
| YTD | +51.3% | +23.3% | +28.0% | +17.8% |
| 1Y | +24.4% | +29.6% | -5.1% | -8.6% |
| 3Y | +79.7% | +70.5% | +9.2% | -4.4% |
| 5Y | +241.3% | +73.5% | +167.8% | +75.2% |
| 10Y | +603.1% | +198.3% | +404.8% | +85.6% |
| All | +20,361.2% | +726.5% | +19,634.7% | +2,342.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling