+90.2%
EMR vs LNG
+211.7%
-121.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.3% | +0.1% |
| 7D | +2.8% | +11.3% | -8.5% | +0.8% |
| 30D | +3.7% | +10.6% | -7.0% | +1.4% |
| 3M | +2.0% | +16.1% | -14.1% | -1.3% |
| 6M | +22.1% | +29.6% | -7.4% | +14.8% |
| YTD | +27.2% | +60.3% | -33.1% | +11.5% |
| 1Y | +32.0% | +46.1% | -14.1% | +18.5% |
| 3Y | +103.3% | +85.9% | +17.3% | +70.0% |
| All | +90.2% | +211.7% | -121.4% | +35.7% |
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