+2,662.2%
LNG vs EWJ
+153.3%
+2,508.9%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +0.9% | +0.5% |
| 7D | -6.7% | +1.0% | -7.7% | -7.3% |
| 30D | +3.9% | +1.0% | +2.9% | +3.1% |
| 3M | +15.5% | +7.2% | +8.3% | +10.1% |
| 6M | +10.5% | +13.9% | -3.4% | +0.7% |
| YTD | +43.0% | +20.8% | +22.2% | +25.5% |
| 1Y | +18.9% | +26.4% | -7.5% | +1.4% |
| 3Y | +74.7% | +71.8% | +2.9% | +22.5% |
| 5Y | +231.2% | +49.9% | +181.4% | +149.5% |
| 10Y | +544.5% | +140.0% | +404.5% | +272.7% |
| All | +2,662.2% | +153.3% | +2,508.9% | +1,134.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling