+65.4%
IEFA vs LNG
+74.6%
-9.2%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | -1.6% | -4.7% | +3.1% | -1.3% |
| 30D | -1.5% | +3.8% | -5.3% | -1.8% |
| 3M | +3.4% | +16.2% | -12.7% | +2.1% |
| 6M | +9.5% | +11.7% | -2.2% | +7.7% |
| YTD | +13.0% | +44.2% | -31.2% | +6.4% |
| 1Y | +18.0% | +18.6% | -0.6% | +14.8% |
| 3Y | +65.4% | +77.4% | -12.0% | +46.6% |
| All | +65.4% | +74.6% | -9.2% | +46.6% |
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