+548.8%
LNG vs RCAT
-98.5%
+647.3%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.7% |
| 7D | -4.5% | -5.4% | +0.9% | -4.5% |
| 30D | +4.7% | -24.2% | +28.9% | +4.8% |
| 3M | +15.1% | -25.8% | +41.0% | +15.3% |
| 6M | +13.6% | -44.9% | +58.5% | +13.7% |
| YTD | +44.0% | +1.9% | +42.1% | +43.7% |
| 1Y | +18.4% | -5.2% | +23.5% | +18.1% |
| 3Y | +75.9% | +759.6% | -683.7% | +73.1% |
| 5Y | +231.7% | +187.5% | +44.1% | +226.9% |
| All | +548.8% | -98.5% | +647.3% | +559.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling