+213.6%
LNG vs RCAT
+41.8%
+171.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.2% | -0.1% |
| 7D | +11.3% | -5.9% | +17.3% | +11.5% |
| 30D | +10.6% | -19.7% | +30.3% | +11.1% |
| 3M | +16.1% | -62.9% | +79.0% | +18.7% |
| 6M | +29.6% | -59.6% | +89.1% | +31.6% |
| YTD | +60.3% | -52.1% | +112.4% | +61.0% |
| 1Y | +46.1% | -50.9% | +97.0% | +46.4% |
| 3Y | +85.9% | +333.8% | -247.8% | +69.1% |
| All | +213.6% | +41.8% | +171.8% | +202.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling