+374.1%
LNG vs ROIV
+298.2%
+75.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | -6.7% | +22.3% | -29.1% | -7.4% |
| 30D | +3.9% | +16.9% | -13.0% | +3.3% |
| 3M | +15.5% | +43.9% | -28.4% | +14.0% |
| 6M | +10.5% | +41.6% | -31.1% | +9.0% |
| YTD | +43.0% | +92.7% | -49.7% | +38.9% |
| 1Y | +18.9% | +210.2% | -191.3% | +12.9% |
| 3Y | +74.7% | +231.8% | -157.2% | +64.2% |
| 5Y | +231.2% | +319.8% | -88.5% | +195.8% |
| All | +374.1% | +298.2% | +75.9% | +327.6% |
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