+222.1%
LNG vs RGEN
-44.2%
+266.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | -4.7% | -1.4% | -3.2% | -4.6% |
| 30D | +3.8% | -0.3% | +4.1% | +3.8% |
| 3M | +16.2% | +23.9% | -7.7% | +13.9% |
| 6M | +11.7% | +38.5% | -26.8% | +8.2% |
| YTD | +44.2% | +0.8% | +43.4% | +43.7% |
| 1Y | +18.6% | +38.2% | -19.7% | +14.1% |
| 3Y | +77.4% | +1.3% | +76.1% | +72.1% |
| All | +222.1% | -44.2% | +266.3% | +199.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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