+77.1%
LNG vs RIO
+87.1%
-10.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.2% | +4.9% | +0.9% |
| 7D | -4.5% | -3.4% | -1.1% | -4.3% |
| 30D | +4.7% | +0.6% | +4.1% | +4.6% |
| 3M | +15.1% | +2.5% | +12.6% | +14.9% |
| 6M | +13.6% | +10.8% | +2.8% | +11.9% |
| YTD | +44.0% | +30.5% | +13.5% | +37.5% |
| 1Y | +18.4% | +68.1% | -49.8% | +7.6% |
| All | +77.1% | +87.1% | -10.0% | +54.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling