+154.0%
NEM vs LNG
+229.3%
-75.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.1% |
| 7D | -3.3% | -4.5% | +1.2% | -2.8% |
| 30D | +7.8% | +4.7% | +3.2% | +7.1% |
| 3M | +36.3% | +15.1% | +21.1% | +33.2% |
| 6M | +6.6% | +13.6% | -7.0% | +3.4% |
| YTD | +27.1% | +44.0% | -16.8% | +17.7% |
| 1Y | +62.3% | +18.4% | +44.0% | +56.1% |
| 3Y | +245.1% | +75.9% | +169.2% | +205.5% |
| 5Y | +154.0% | +231.7% | -77.7% | +109.2% |
| All | +154.0% | +229.3% | -75.3% | +109.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling