+550.0%
LNG vs ETR
+296.9%
+253.1%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | -4.7% | -1.8% | -2.9% | -4.2% |
| 30D | +3.8% | -1.8% | +5.6% | +4.3% |
| 3M | +16.2% | -3.6% | +19.7% | +17.3% |
| 6M | +11.7% | +2.6% | +9.1% | +10.2% |
| YTD | +44.2% | +16.0% | +28.2% | +36.6% |
| 1Y | +18.6% | +20.1% | -1.6% | +10.9% |
| 3Y | +77.4% | +143.6% | -66.2% | +32.5% |
| 5Y | +232.3% | +124.4% | +107.9% | +151.2% |
| All | +550.0% | +296.9% | +253.1% | +360.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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