+573.9%
EWT vs LNG
+21,061.9%
-20,488.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.6% |
| 7D | -1.1% | -4.5% | +3.4% | -0.7% |
| 30D | +4.8% | +4.7% | +0.1% | +4.3% |
| 3M | +11.1% | +15.1% | -4.0% | +9.5% |
| 6M | +54.6% | +13.6% | +41.1% | +52.2% |
| YTD | +71.4% | +44.0% | +27.5% | +65.0% |
| 1Y | +82.1% | +18.4% | +63.7% | +78.4% |
| 3Y | +193.2% | +75.9% | +117.4% | +175.9% |
| 5Y | +146.1% | +231.7% | -85.6% | +116.9% |
| 10Y | +505.0% | +549.0% | -44.0% | +395.0% |
| All | +573.9% | +21,061.9% | -20,488.0% | +267.6% |
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