+18.1%
EW vs LNG
+42.0%
-23.9%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -6.2% | +10.5% | +4.0% |
| 7D | +8.3% | -1.9% | +10.2% | +7.9% |
| 30D | +13.9% | +6.2% | +7.7% | +14.0% |
| 3M | +10.9% | +13.7% | -2.8% | +11.6% |
| 6M | +19.2% | +7.5% | +11.7% | +19.1% |
| YTD | +16.6% | +51.3% | -34.7% | +16.3% |
| 1Y | +18.1% | +42.6% | -24.5% | +18.8% |
| All | +18.1% | +42.0% | -23.9% | +18.8% |
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