+148.7%
EWY vs LNG
+228.1%
-79.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +3.1% | +3.2% |
| 7D | -0.1% | -4.7% | +4.6% | +0.3% |
| 30D | +7.3% | +3.8% | +3.5% | +6.9% |
| 3M | -5.1% | +16.2% | -21.3% | -6.6% |
| 6M | +42.1% | +11.7% | +30.4% | +39.5% |
| YTD | +94.1% | +44.2% | +49.9% | +82.5% |
| 1Y | +147.8% | +18.6% | +129.3% | +140.5% |
| 3Y | +222.9% | +77.4% | +145.5% | +188.5% |
| All | +148.7% | +228.1% | -79.4% | +96.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling