+431.6%
LNG vs ROIV
+276.5%
+155.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +0.9% | -0.2% |
| 7D | +11.3% | +1.7% | +9.7% | +11.3% |
| 30D | +10.6% | +17.6% | -6.9% | +10.1% |
| 3M | +16.1% | +9.0% | +7.2% | +15.7% |
| 6M | +29.6% | +35.3% | -5.7% | +28.0% |
| YTD | +60.3% | +82.2% | -21.8% | +56.0% |
| 1Y | +46.1% | +92.3% | -46.2% | +41.7% |
| 3Y | +85.9% | +336.8% | -250.9% | +73.3% |
| 5Y | +210.8% | +370.6% | -159.8% | +175.4% |
| All | +431.6% | +276.5% | +155.2% | +380.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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