+179.9%
LNG vs LII
+23.0%
+156.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.2% | +0.6% | +2.6% |
| 7D | -8.4% | -1.2% | -7.2% | -8.3% |
| 30D | +2.7% | -2.0% | +4.6% | +2.7% |
| 3M | +11.7% | -20.2% | +32.0% | +13.5% |
| 6M | +19.5% | -32.5% | +52.0% | +22.4% |
| YTD | +48.0% | -27.4% | +75.3% | +49.7% |
| 1Y | +38.4% | -28.2% | +66.5% | +40.1% |
| 3Y | +71.9% | -7.2% | +79.1% | +65.3% |
| 5Y | +179.9% | +19.9% | +160.0% | +151.6% |
| All | +179.9% | +23.0% | +156.9% | +151.6% |
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 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