+209.4%
IEFA vs LNG
+1,733.2%
-1,523.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.0% |
| 7D | -2.4% | -4.5% | +2.1% | -1.6% |
| 30D | -2.1% | +4.7% | -6.8% | -3.0% |
| 3M | +5.5% | +15.1% | -9.6% | +2.4% |
| 6M | +8.1% | +13.6% | -5.4% | +4.6% |
| YTD | +11.9% | +44.0% | -32.0% | +3.0% |
| 1Y | +18.1% | +18.4% | -0.3% | +13.0% |
| 3Y | +65.5% | +75.9% | -10.4% | +44.2% |
| 5Y | +50.1% | +231.7% | -181.6% | +11.6% |
| 10Y | +144.2% | +549.0% | -404.7% | +50.5% |
| All | +209.4% | +1,733.2% | -1,523.8% | +53.5% |
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