+1,108.8%
LNG vs RIO
+4,201.4%
-3,092.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.5% | -6.0% | -5.7% |
| 7D | -6.2% | +1.9% | -8.1% | -6.9% |
| 30D | +8.0% | +5.0% | +3.0% | +5.7% |
| 3M | +16.9% | +5.1% | +11.8% | +13.7% |
| 6M | +8.7% | +17.6% | -9.0% | -0.3% |
| YTD | +43.0% | +36.3% | +6.7% | +22.9% |
| 1Y | +19.4% | +71.2% | -51.8% | -6.9% |
| 3Y | +74.7% | +102.7% | -28.0% | +23.9% |
| 5Y | +222.4% | +99.6% | +122.8% | +123.3% |
| 10Y | +532.2% | +603.1% | -70.9% | +142.3% |
| All | +1,108.8% | +4,201.4% | -3,092.5% | +171.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling