+144.6%
IEFA vs LNG
+562.2%
-417.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | -1.6% | -4.7% | +3.1% | -0.7% |
| 30D | -1.5% | +3.8% | -5.3% | -2.3% |
| 3M | +3.4% | +16.2% | -12.7% | +0.1% |
| 6M | +9.5% | +11.7% | -2.2% | +6.1% |
| YTD | +13.0% | +44.2% | -31.2% | +3.6% |
| 1Y | +18.0% | +18.6% | -0.6% | +12.7% |
| 3Y | +65.4% | +77.4% | -12.0% | +42.5% |
| 5Y | +51.6% | +232.3% | -180.7% | +9.1% |
| All | +144.6% | +562.2% | -417.6% | +46.3% |
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