+1,250.3%
EWY vs LNG
+17,371.5%
-16,121.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +6.7% | -6.7% | +13.4% | +7.5% |
| 30D | +17.0% | +3.9% | +13.1% | +16.3% |
| 3M | +3.7% | +15.5% | -11.9% | +1.5% |
| 6M | +42.5% | +10.5% | +32.0% | +39.7% |
| YTD | +96.2% | +43.0% | +53.3% | +86.5% |
| 1Y | +160.4% | +18.9% | +141.5% | +152.8% |
| 3Y | +231.7% | +74.7% | +157.0% | +205.4% |
| 5Y | +153.3% | +231.2% | -78.0% | +113.7% |
| 10Y | +308.8% | +544.5% | -235.7% | +213.5% |
| All | +1,250.3% | +17,371.5% | -16,121.2% | +503.2% |
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 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