+56.2%
EMR vs LNG
+74.3%
-18.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.4% |
| 7D | -1.2% | -4.5% | +3.2% | -0.6% |
| 30D | -9.4% | +4.7% | -14.1% | -10.1% |
| 3M | +8.6% | +15.1% | -6.6% | +5.6% |
| 6M | +6.7% | +13.6% | -6.9% | +2.3% |
| YTD | +13.1% | +44.0% | -30.9% | +0.3% |
| 1Y | +12.7% | +18.4% | -5.6% | +6.3% |
| All | +56.2% | +74.3% | -18.0% | +28.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling