+24.4%
LNG vs RCAT
-2.3%
+26.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +0.4% |
| 7D | +3.4% | -1.4% | +4.8% | +3.4% |
| 30D | +14.9% | -3.3% | +18.2% | +14.9% |
| 3M | +21.4% | -43.2% | +64.6% | +22.5% |
| 6M | +17.8% | -43.2% | +61.0% | +18.5% |
| YTD | +51.3% | +5.5% | +45.7% | +50.1% |
| 1Y | +24.4% | -1.6% | +26.1% | +25.0% |
| All | +24.4% | -2.3% | +26.8% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 1y: compounded portfolio wealth divided by compounded RCAT 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…
1y analysis · Full analysis span regression · 6 months rolling