+24.4%
EW vs LNG
+45.6%
-21.2%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | +4.9% | +11.3% | -6.4% | +5.7% |
| 30D | +23.9% | +10.6% | +13.3% | +24.4% |
| 3M | +15.8% | +16.1% | -0.4% | +16.8% |
| 6M | +31.7% | +29.6% | +2.1% | +33.9% |
| YTD | +25.7% | +60.3% | -34.6% | +26.9% |
| 1Y | +24.4% | +46.1% | -21.7% | +25.5% |
| All | +24.4% | +45.6% | -21.2% | +25.5% |
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