+550.0%
LNG vs EAT
+374.9%
+175.0%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.3% |
| 7D | -4.7% | -7.7% | +3.0% | -3.6% |
| 30D | +3.8% | -13.6% | +17.4% | +5.9% |
| 3M | +16.2% | +33.9% | -17.7% | +11.0% |
| 6M | +11.7% | +47.2% | -35.5% | +4.4% |
| YTD | +44.2% | +48.1% | -3.8% | +34.1% |
| 1Y | +18.6% | +33.7% | -15.1% | +11.5% |
| 3Y | +77.4% | +595.8% | -518.4% | +24.9% |
| 5Y | +232.3% | +314.4% | -82.1% | +144.8% |
| All | +550.0% | +374.9% | +175.0% | +304.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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