+1,108.8%
LNG vs RGEN
+3,270.6%
-2,161.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.6% | -6.0% | -5.5% |
| 7D | -6.2% | -0.9% | -5.3% | -6.1% |
| 30D | +8.0% | +2.8% | +5.2% | +7.8% |
| 3M | +16.9% | +34.5% | -17.6% | +15.3% |
| 6M | +8.7% | +40.5% | -31.8% | +6.8% |
| YTD | +43.0% | +2.8% | +40.2% | +42.3% |
| 1Y | +19.4% | +39.6% | -20.2% | +17.2% |
| 3Y | +74.7% | +4.4% | +70.3% | +71.8% |
| 5Y | +222.4% | -42.8% | +265.2% | +221.7% |
| 10Y | +532.2% | +406.7% | +125.5% | +474.8% |
| All | +1,108.8% | +3,270.6% | -2,161.8% | +1,297.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling