+222.1%
LNG vs ETR
+122.3%
+99.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +17.2% |
| 6M | +11.7% | +2.6% | +9.1% | +10.4% |
| YTD | +44.2% | +16.0% | +28.2% | +37.4% |
| 1Y | +18.6% | +20.1% | -1.6% | +11.7% |
| 3Y | +77.4% | +143.6% | -66.2% | +43.1% |
| All | +222.1% | +122.3% | +99.8% | +165.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling