+856.1%
EEM vs LNG
+39,916.8%
-39,060.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.5% | +5.7% | +1.0% |
| 7D | +3.1% | -6.2% | +9.2% | +4.0% |
| 30D | +4.9% | +8.0% | -3.1% | +3.6% |
| 3M | +5.2% | +16.9% | -11.7% | +2.5% |
| 6M | +20.7% | +8.7% | +12.0% | +18.4% |
| YTD | +26.5% | +43.0% | -16.5% | +19.0% |
| 1Y | +37.8% | +19.4% | +18.4% | +33.1% |
| 3Y | +91.0% | +74.7% | +16.3% | +72.8% |
| 5Y | +47.0% | +222.4% | -175.4% | +19.7% |
| 10Y | +125.6% | +532.2% | -406.6% | +62.5% |
| All | +856.1% | +39,916.8% | -39,060.7% | +271.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling