+40.5%
EEM vs LNG
+23.0%
+17.5%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.9% |
| 7D | +2.3% | +3.4% | -1.1% | +3.2% |
| 30D | +4.5% | +14.9% | -10.3% | +8.1% |
| 3M | -0.1% | +21.4% | -21.5% | +5.1% |
| 6M | +16.9% | +17.8% | -0.9% | +20.5% |
| YTD | +26.2% | +51.3% | -25.1% | +27.3% |
| 1Y | +40.5% | +24.4% | +16.1% | +45.1% |
| All | +40.5% | +23.0% | +17.5% | +45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 1y: compounded portfolio wealth divided by compounded LNG 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…
1y analysis · Full analysis span regression · 6 months rolling