+124.0%
EW vs LNG
+561.0%
-437.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.5% |
| 7D | -3.4% | -4.5% | +1.1% | -2.4% |
| 30D | -7.4% | +4.7% | -12.0% | -8.3% |
| 3M | +0.9% | +15.1% | -14.2% | -2.4% |
| 6M | +1.2% | +13.6% | -12.4% | -2.4% |
| YTD | +1.8% | +44.0% | -42.2% | -7.2% |
| 1Y | +10.8% | +18.4% | -7.5% | +5.7% |
| 3Y | +17.1% | +75.9% | -58.7% | -0.2% |
| 5Y | -28.2% | +231.7% | -259.9% | -50.5% |
| All | +124.0% | +561.0% | -437.0% | +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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling