+273.0%
EMR vs LNG
+562.2%
-289.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.5% |
| 7D | -0.4% | -4.7% | +4.3% | +1.3% |
| 30D | -6.8% | +3.8% | -10.6% | -8.2% |
| 3M | +7.5% | +16.2% | -8.7% | +0.7% |
| 6M | +9.9% | +11.7% | -1.8% | +3.0% |
| YTD | +16.0% | +44.2% | -28.2% | -2.1% |
| 1Y | +12.4% | +18.6% | -6.1% | +2.5% |
| 3Y | +60.2% | +77.4% | -17.2% | +21.0% |
| 5Y | +67.9% | +232.3% | -164.4% | -11.0% |
| All | +273.0% | +562.2% | -289.2% | +38.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling