+3,341.9%
LNG vs EME
+63,295.5%
-59,953.6%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.3% | -4.1% | -1.3% |
| 7D | -4.7% | +3.5% | -8.2% | -5.9% |
| 30D | +3.8% | -6.3% | +10.1% | +5.7% |
| 3M | +16.2% | -3.8% | +19.9% | +15.4% |
| 6M | +11.7% | +8.5% | +3.2% | +5.3% |
| YTD | +44.2% | +27.8% | +16.4% | +27.5% |
| 1Y | +18.6% | +22.2% | -3.7% | +4.6% |
| 3Y | +77.4% | +253.5% | -176.1% | +2.2% |
| 5Y | +232.3% | +578.6% | -346.4% | +47.8% |
| 10Y | +550.1% | +1,355.6% | -805.4% | +105.5% |
| All | +3,341.9% | +63,295.5% | -59,953.6% | +633.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling