+62.4%
EWY vs LNG
+42.0%
+20.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.2% | +4.3% | -4.1% |
| 7D | -8.3% | -1.9% | -6.4% | -8.5% |
| 30D | -20.5% | +6.2% | -26.8% | -18.0% |
| 3M | -11.1% | +13.7% | -24.9% | -5.0% |
| 6M | -7.0% | +7.5% | -14.5% | +1.7% |
| YTD | +56.5% | +51.3% | +5.2% | +57.0% |
| 1Y | +62.4% | +42.6% | +19.8% | +61.7% |
| All | +62.4% | +42.0% | +20.4% | +61.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling