+16.9%
EFA vs LNG
+42.0%
-25.1%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -6.2% | +8.7% | +1.7% |
| 7D | +2.0% | -1.9% | +3.9% | +1.8% |
| 30D | +1.6% | +6.2% | -4.6% | +2.6% |
| 3M | -1.5% | +13.7% | -15.2% | +0.6% |
| 6M | +6.6% | +7.5% | -0.9% | +8.1% |
| YTD | +11.8% | +51.3% | -39.5% | +11.5% |
| 1Y | +16.9% | +42.6% | -25.8% | +17.5% |
| All | +16.9% | +42.0% | -25.1% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 1y: compounded portfolio wealth divided by compounded LNG 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…
1y analysis · Full analysis span regression · 6 months rolling