+65.8%
EMR vs LNG
+227.0%
-161.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +0.9% | -6.7% | +7.6% | +2.2% |
| 30D | -5.0% | +3.9% | -8.8% | -5.8% |
| 3M | +5.9% | +15.5% | -9.6% | +2.3% |
| 6M | +7.3% | +10.5% | -3.2% | +3.7% |
| YTD | +14.6% | +43.0% | -28.4% | +3.2% |
| 1Y | +15.6% | +18.9% | -3.2% | +9.2% |
| 3Y | +60.2% | +74.7% | -14.5% | +36.3% |
| All | +65.8% | +227.0% | -161.2% | +20.3% |
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