+2,561.3%
EMR vs LNG
+1,255.2%
+1,306.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.3% | 0.0% |
| 7D | +2.8% | +11.3% | -8.5% | +2.4% |
| 30D | +3.7% | +10.6% | -7.0% | +3.2% |
| 3M | +2.0% | +16.1% | -14.1% | +1.3% |
| 6M | +22.1% | +29.6% | -7.4% | +20.5% |
| YTD | +27.2% | +60.3% | -33.1% | +24.3% |
| 1Y | +32.0% | +46.1% | -14.1% | +29.5% |
| 3Y | +103.3% | +85.9% | +17.3% | +97.0% |
| 5Y | +88.2% | +210.8% | -122.6% | +78.0% |
| 10Y | +280.4% | +808.8% | -528.3% | +245.0% |
| All | +2,561.3% | +1,255.2% | +1,306.1% | +2,069.3% |
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 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