+22.5%
LNG vs RACE
+24.6%
-2.1%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.8% | +3.8% | +2.8% |
| 7D | -5.5% | +0.2% | -5.7% | -5.2% |
| 30D | +5.7% | +6.6% | -0.9% | +7.3% |
| 3M | +10.7% | +2.2% | +8.5% | +11.6% |
| All | +22.5% | +24.6% | -2.1% | +23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 6mo: compounded portfolio wealth divided by compounded RACE 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…
6mo analysis · Full analysis span regression · 6 months rolling