+92.6%
EWZ vs LNG
+543.8%
-451.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -0.1% | -6.7% | +6.7% | +2.3% |
| 30D | +8.2% | +3.9% | +4.3% | +6.6% |
| 3M | +13.3% | +15.5% | -2.2% | +7.0% |
| 6M | +3.6% | +10.5% | -6.9% | -1.5% |
| YTD | +21.0% | +43.0% | -22.0% | +4.2% |
| 1Y | +34.7% | +18.9% | +15.8% | +24.1% |
| 3Y | +48.3% | +74.7% | -26.4% | +13.9% |
| 5Y | +60.1% | +231.2% | -171.2% | -11.9% |
| 10Y | +92.6% | +544.5% | -451.9% | -28.7% |
| All | +92.6% | +543.8% | -451.2% | -28.7% |
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 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