+863.0%
LNG vs EMB
+132.1%
+730.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +3.4% | 0.0% | +3.4% | +3.4% |
| 30D | +14.9% | -0.3% | +15.2% | +15.1% |
| 3M | +21.4% | -0.4% | +21.8% | +21.6% |
| 6M | +17.8% | +0.1% | +17.7% | +16.8% |
| YTD | +51.3% | +1.6% | +49.7% | +47.6% |
| 1Y | +24.4% | +5.6% | +18.8% | +16.5% |
| 3Y | +79.7% | +29.8% | +49.8% | +34.5% |
| 5Y | +241.3% | +7.3% | +234.0% | +213.9% |
| 10Y | +603.1% | +30.4% | +572.7% | +425.2% |
| All | +863.0% | +132.1% | +730.9% | +204.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling