+222.1%
LNG vs RJF
+104.0%
+118.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -4.7% | -2.7% | -2.0% | -3.9% |
| 30D | +3.8% | -4.3% | +8.1% | +5.0% |
| 3M | +16.2% | +15.7% | +0.4% | +10.9% |
| 6M | +11.7% | +17.8% | -6.1% | +5.8% |
| YTD | +44.2% | +9.2% | +35.0% | +39.3% |
| 1Y | +18.6% | +2.8% | +15.8% | +16.5% |
| 3Y | +77.4% | +69.5% | +8.0% | +45.6% |
| All | +222.1% | +104.0% | +118.1% | +127.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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