+920.6%
LNG vs EMB
+126.0%
+794.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | 0.0% |
| 7D | +11.3% | -0.9% | +12.2% | +12.3% |
| 30D | +10.6% | +0.4% | +10.3% | +10.1% |
| 3M | +16.1% | -3.1% | +19.2% | +19.8% |
| 6M | +29.6% | -2.1% | +31.6% | +31.8% |
| YTD | +60.3% | -1.1% | +61.4% | +60.6% |
| 1Y | +46.1% | -0.1% | +46.2% | +44.7% |
| 3Y | +85.9% | +29.6% | +56.4% | +39.3% |
| 5Y | +210.8% | +7.2% | +203.6% | +184.7% |
| 10Y | +808.8% | +35.5% | +773.3% | +549.9% |
| All | +920.6% | +126.0% | +794.6% | +230.8% |
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