+67.6%
EWZ vs LNG
+218.5%
-150.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -5.5% | +7.5% | +3.0% |
| 7D | +5.6% | -6.2% | +11.7% | +6.8% |
| 30D | +9.3% | +8.0% | +1.3% | +7.5% |
| 3M | +15.7% | +16.9% | -1.2% | +11.8% |
| 6M | +7.4% | +8.7% | -1.2% | +4.7% |
| YTD | +22.7% | +43.0% | -20.3% | +12.2% |
| 1Y | +36.4% | +19.4% | +17.0% | +29.9% |
| 3Y | +50.4% | +74.7% | -24.3% | +27.7% |
| 5Y | +67.6% | +222.4% | -154.8% | +22.8% |
| All | +67.6% | +218.5% | -150.8% | +22.8% |
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