+7,595.3%
EW vs LNG
+15,031.5%
-7,436.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.8% | -2.0% | +1.5% |
| 7D | +6.5% | +4.5% | +2.0% | +6.2% |
| 30D | +22.5% | +8.0% | +14.4% | +21.7% |
| 3M | +13.0% | +15.0% | -2.0% | +11.8% |
| 6M | +37.1% | +27.1% | +10.0% | +34.7% |
| YTD | +24.1% | +58.1% | -34.0% | +19.9% |
| 1Y | +24.2% | +45.0% | -20.7% | +20.7% |
| 3Y | +64.8% | +82.6% | -17.9% | +57.1% |
| 5Y | -7.4% | +206.8% | -214.3% | -15.2% |
| 10Y | +248.8% | +796.3% | -547.5% | +196.3% |
| All | +7,595.3% | +15,031.5% | -7,436.3% | +4,816.3% |
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