+390.7%
LNG vs ROIV
+287.3%
+103.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.6% | -1.9% | +2.6% |
| 7D | -8.4% | +13.3% | -21.7% | -8.7% |
| 30D | +2.7% | +14.8% | -12.1% | +2.3% |
| 3M | +11.7% | +11.9% | -0.2% | +11.3% |
| 6M | +19.5% | +42.4% | -22.9% | +17.8% |
| YTD | +48.0% | +87.4% | -39.5% | +43.8% |
| 1Y | +38.4% | +97.2% | -58.9% | +34.1% |
| 3Y | +71.9% | +375.7% | -303.8% | +59.8% |
| 5Y | +179.9% | +379.0% | -199.2% | +147.8% |
| All | +390.7% | +287.3% | +103.3% | +342.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling