+22.1%
EWZ vs LNG
+71.4%
-49.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.7% | -0.8% | +1.7% |
| 7D | +1.4% | -8.4% | +9.8% | +2.1% |
| 30D | -25.1% | +2.7% | -27.8% | -25.5% |
| 3M | -7.7% | +11.7% | -19.5% | -9.1% |
| 6M | -15.8% | +19.5% | -35.3% | -17.9% |
| YTD | +3.6% | +48.0% | -44.3% | -3.3% |
| 1Y | +5.5% | +38.4% | -32.9% | -0.5% |
| 3Y | +22.1% | +71.9% | -49.8% | +8.2% |
| All | +22.1% | +71.4% | -49.3% | +8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling