+800.2%
LNG vs LII
+169.1%
+631.1%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.4% | -0.4% |
| 7D | +11.3% | +2.9% | +8.4% | +10.8% |
| 30D | +10.6% | +0.9% | +9.7% | +10.2% |
| 3M | +16.1% | -15.5% | +31.7% | +19.4% |
| 6M | +29.6% | -30.2% | +59.8% | +36.3% |
| YTD | +60.3% | -26.8% | +87.2% | +65.4% |
| 1Y | +46.1% | -25.3% | +71.4% | +49.8% |
| 3Y | +85.9% | -7.8% | +93.7% | +74.7% |
| 5Y | +210.8% | +17.0% | +193.9% | +167.4% |
| All | +800.2% | +169.1% | +631.1% | +502.7% |
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