+432.5%
EWZ vs LNG
+21,822.7%
-21,390.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | +6.5% | +3.4% | +3.1% | +6.0% |
| 30D | +4.8% | +14.9% | -10.0% | +2.7% |
| 3M | +9.9% | +21.4% | -11.5% | +6.7% |
| 6M | +1.9% | +17.8% | -15.9% | -0.9% |
| YTD | +20.3% | +51.3% | -31.0% | +12.6% |
| 1Y | +35.6% | +24.4% | +11.2% | +30.5% |
| 3Y | +43.4% | +79.7% | -36.2% | +29.9% |
| 5Y | +55.9% | +241.3% | -185.4% | +27.4% |
| 10Y | +84.2% | +603.1% | -519.0% | +34.8% |
| All | +432.5% | +21,822.7% | -21,390.2% | +127.0% |
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 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