+548.8%
LNG vs RL
+308.3%
+240.5%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | -4.5% | -2.2% | -2.3% | -4.0% |
| 30D | +4.7% | -15.3% | +20.0% | +8.2% |
| 3M | +15.1% | -10.3% | +25.5% | +17.3% |
| 6M | +13.6% | -2.2% | +15.8% | +12.5% |
| YTD | +44.0% | -4.3% | +48.2% | +42.9% |
| 1Y | +18.4% | +8.9% | +9.5% | +13.7% |
| 3Y | +75.9% | +201.4% | -125.6% | +28.2% |
| 5Y | +231.7% | +230.6% | +1.1% | +128.1% |
| All | +548.8% | +308.3% | +240.5% | +319.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling