+222.1%
LNG vs EME
+575.5%
-353.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.3% | -4.1% | -0.5% |
| 7D | -4.7% | +3.5% | -8.2% | -5.2% |
| 30D | +3.8% | -6.3% | +10.1% | +4.7% |
| 3M | +16.2% | -3.8% | +19.9% | +16.1% |
| 6M | +11.7% | +8.5% | +3.2% | +8.2% |
| YTD | +44.2% | +27.8% | +16.4% | +33.7% |
| 1Y | +18.6% | +22.2% | -3.7% | +9.5% |
| 3Y | +77.4% | +253.5% | -176.1% | +18.2% |
| All | +222.1% | +575.5% | -353.4% | +63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 5y: compounded portfolio wealth divided by compounded EME 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…
5y analysis · Full analysis span regression · 6 months rolling