-29.4%
EW vs LNG
+222.3%
-251.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -5.1% | -6.7% | +1.6% | -4.4% |
| 30D | -6.4% | +3.9% | -10.2% | -6.7% |
| 3M | -1.6% | +15.5% | -17.1% | -3.1% |
| 6M | +2.3% | +10.5% | -8.2% | +0.7% |
| YTD | +1.1% | +43.0% | -41.9% | -3.8% |
| 1Y | +8.0% | +18.9% | -10.9% | +5.3% |
| 3Y | +16.3% | +74.7% | -58.3% | +7.2% |
| 5Y | -29.4% | +231.2% | -260.6% | -36.7% |
| All | -29.4% | +222.3% | -251.7% | -36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling