+45.0%
EEM vs LNG
+228.1%
-183.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | -1.3% | -4.7% | +3.4% | -0.9% |
| 30D | +2.1% | +3.8% | -1.7% | +1.7% |
| 3M | +1.0% | +16.2% | -15.1% | -0.6% |
| 6M | +15.9% | +11.7% | +4.2% | +14.0% |
| YTD | +24.6% | +44.2% | -19.6% | +18.0% |
| 1Y | +32.3% | +18.6% | +13.7% | +28.8% |
| 3Y | +85.9% | +77.4% | +8.5% | +68.6% |
| All | +45.0% | +228.1% | -183.2% | +20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling