+222.1%
LNG vs RIO
+91.0%
+131.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | -4.7% | -3.2% | -1.5% | -4.1% |
| 30D | +3.8% | +0.9% | +2.9% | +3.5% |
| 3M | +16.2% | -1.4% | +17.6% | +16.2% |
| 6M | +11.7% | +10.9% | +0.8% | +7.7% |
| YTD | +44.2% | +31.2% | +13.0% | +32.0% |
| 1Y | +18.6% | +67.9% | -49.3% | +0.6% |
| 3Y | +77.4% | +88.8% | -11.4% | +42.0% |
| All | +222.1% | +91.0% | +131.0% | +164.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling