+302.3%
NEM vs LNG
+562.2%
-259.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.4% | +0.5% |
| 7D | -1.0% | -4.7% | +3.7% | -0.4% |
| 30D | +7.8% | +3.8% | +4.0% | +7.2% |
| 3M | +30.2% | +16.2% | +14.1% | +27.2% |
| 6M | +9.6% | +11.7% | -2.1% | +7.0% |
| YTD | +27.8% | +44.2% | -16.4% | +19.7% |
| 1Y | +60.7% | +18.6% | +42.1% | +55.2% |
| 3Y | +245.3% | +77.4% | +167.9% | +211.6% |
| 5Y | +155.3% | +232.3% | -76.9% | +109.7% |
| All | +302.3% | +562.2% | -259.9% | +194.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 LNG 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