+548.8%
LNG vs EMB
+30.4%
+518.4%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.5% |
| 7D | -4.5% | -1.1% | -3.4% | -3.5% |
| 30D | +4.7% | -1.1% | +5.7% | +5.7% |
| 3M | +15.1% | -0.8% | +15.9% | +15.7% |
| 6M | +13.6% | -0.1% | +13.6% | +12.8% |
| YTD | +44.0% | +0.4% | +43.5% | +42.2% |
| 1Y | +18.4% | +3.3% | +15.1% | +13.6% |
| 3Y | +75.9% | +29.0% | +46.8% | +33.8% |
| 5Y | +231.7% | +6.3% | +225.3% | +221.8% |
| All | +548.8% | +30.4% | +518.4% | +394.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 10y: compounded portfolio wealth divided by compounded EMB 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…
10y analysis · Full analysis span regression · 6 months rolling