+550.0%
LNG vs EWJ
+144.4%
+405.6%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -1.0% |
| 7D | -4.7% | +0.3% | -5.0% | -4.8% |
| 30D | +3.8% | +0.8% | +3.0% | +3.2% |
| 3M | +16.2% | +7.5% | +8.7% | +10.6% |
| 6M | +11.7% | +15.6% | -3.9% | +0.6% |
| YTD | +44.2% | +22.7% | +21.5% | +24.2% |
| 1Y | +18.6% | +26.4% | -7.9% | -0.2% |
| 3Y | +77.4% | +72.5% | +4.9% | +16.1% |
| 5Y | +232.3% | +52.4% | +179.8% | +139.3% |
| All | +550.0% | +144.4% | +405.6% | +204.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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