+303.5%
EWY vs LNG
+562.2%
-258.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +3.1% | +3.2% |
| 7D | -0.1% | -4.7% | +4.6% | +0.9% |
| 30D | +7.3% | +3.8% | +3.5% | +6.3% |
| 3M | -5.1% | +16.2% | -21.3% | -8.7% |
| 6M | +42.1% | +11.7% | +30.4% | +36.5% |
| YTD | +94.1% | +44.2% | +49.9% | +74.7% |
| 1Y | +147.8% | +18.6% | +129.3% | +134.0% |
| 3Y | +222.9% | +77.4% | +145.5% | +169.3% |
| 5Y | +150.6% | +232.3% | -81.6% | +68.1% |
| All | +303.5% | +562.2% | -258.7% | +113.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling