+241.1%
LNG vs LII
+27.6%
+213.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.3% |
| 7D | +3.4% | -0.7% | +4.2% | +3.5% |
| 30D | +14.9% | -12.6% | +27.5% | +16.1% |
| 3M | +21.4% | -24.4% | +45.8% | +23.5% |
| 6M | +17.8% | -28.7% | +46.5% | +20.8% |
| YTD | +51.3% | -19.1% | +70.4% | +52.0% |
| 1Y | +24.4% | -29.7% | +54.1% | +27.4% |
| 3Y | +79.7% | +4.8% | +74.9% | +70.8% |
| All | +241.1% | +27.6% | +213.5% | +224.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling