+197.5%
EWT vs LNG
+74.6%
+123.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.8% |
| 7D | -1.1% | -4.7% | +3.5% | -1.0% |
| 30D | +4.5% | +3.8% | +0.6% | +4.3% |
| 3M | +8.3% | +16.2% | -7.9% | +7.3% |
| 6M | +54.2% | +11.7% | +42.5% | +52.0% |
| YTD | +74.6% | +44.2% | +30.4% | +63.7% |
| 1Y | +84.9% | +18.6% | +66.3% | +80.1% |
| 3Y | +197.5% | +77.4% | +120.1% | +163.7% |
| All | +197.5% | +74.6% | +123.0% | +163.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling