+2,335.7%
EMR vs LNG
+1,178.8%
+1,156.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.7% |
| 7D | -1.5% | +3.4% | -4.9% | -1.7% |
| 30D | -5.6% | +14.9% | -20.5% | -6.2% |
| 3M | +7.9% | +21.4% | -13.5% | +6.9% |
| 6M | +6.0% | +17.8% | -11.8% | +5.0% |
| YTD | +16.4% | +51.3% | -34.8% | +14.1% |
| 1Y | +16.6% | +24.4% | -7.8% | +15.2% |
| 3Y | +62.9% | +79.7% | -16.8% | +58.2% |
| 5Y | +60.1% | +241.3% | -181.2% | +50.9% |
| 10Y | +268.8% | +603.1% | -334.4% | +237.5% |
| All | +2,335.7% | +1,178.8% | +1,156.9% | +1,891.6% |
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