+544.5%
LNG vs LII
+163.1%
+381.4%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.4% |
| 7D | -6.7% | +0.5% | -7.2% | -6.8% |
| 30D | +3.9% | -11.2% | +15.1% | +6.1% |
| 3M | +15.5% | -28.8% | +44.3% | +21.7% |
| 6M | +10.5% | -26.9% | +37.4% | +15.1% |
| YTD | +43.0% | -22.2% | +65.2% | +46.3% |
| 1Y | +18.9% | -32.0% | +50.8% | +25.1% |
| 3Y | +74.7% | -0.4% | +75.1% | +61.6% |
| 5Y | +231.2% | +22.4% | +208.8% | +183.6% |
| 10Y | +544.5% | +171.4% | +373.1% | +309.6% |
| All | +544.5% | +163.1% | +381.4% | +309.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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