+562.5%
LNG vs RACE
+647.6%
-85.1%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +0.9% |
| 7D | +3.4% | -2.5% | +5.9% | +4.1% |
| 30D | +14.9% | +0.8% | +14.1% | +14.5% |
| 3M | +21.4% | +17.2% | +4.2% | +15.6% |
| 6M | +17.8% | +13.6% | +4.2% | +12.4% |
| YTD | +51.3% | +12.2% | +39.1% | +44.2% |
| 1Y | +24.4% | -16.3% | +40.7% | +28.5% |
| 3Y | +79.7% | +36.4% | +43.2% | +53.2% |
| 5Y | +241.3% | +95.0% | +146.4% | +149.3% |
| 10Y | +603.1% | +813.2% | -210.1% | +169.4% |
| All | +562.5% | +647.6% | -85.1% | +109.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling