+42.6%
LNG vs RIO
+29.3%
+13.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +3.6% | -9.8% | -5.5% |
| 7D | -1.9% | -1.6% | -0.3% | -2.0% |
| 30D | +6.2% | -11.6% | +17.8% | +4.9% |
| 3M | +13.7% | -12.7% | +26.5% | +12.2% |
| 6M | +7.5% | -12.4% | +19.9% | +6.8% |
| YTD | +51.3% | +11.0% | +40.3% | +50.8% |
| 1Y | +42.6% | +30.8% | +11.8% | +41.9% |
| All | +42.6% | +29.3% | +13.3% | +41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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