+6,438.2%
EW vs LNG
+14,377.3%
-7,939.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | -0.3% | +3.4% | -3.8% | -0.6% |
| 30D | +1.0% | +14.9% | -13.8% | +0.1% |
| 3M | +2.8% | +21.4% | -18.6% | +1.4% |
| 6M | +5.5% | +17.8% | -12.3% | +4.1% |
| YTD | +5.5% | +51.3% | -45.8% | +2.3% |
| 1Y | +11.0% | +24.4% | -13.4% | +9.1% |
| 3Y | +17.7% | +79.7% | -62.0% | +12.4% |
| 5Y | -25.7% | +241.3% | -267.1% | -32.4% |
| 10Y | +132.8% | +603.1% | -470.3% | +100.7% |
| All | +6,438.2% | +14,377.3% | -7,939.1% | +4,094.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling