+75.9%
LNG vs RL
+198.9%
-123.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | +0.2% |
| 7D | -6.7% | -0.3% | -6.5% | -6.7% |
| 30D | +3.9% | -17.5% | +21.4% | +5.1% |
| 3M | +15.5% | -14.0% | +29.5% | +16.4% |
| 6M | +10.5% | -2.0% | +12.5% | +9.9% |
| YTD | +43.0% | -4.6% | +47.6% | +42.4% |
| 1Y | +18.9% | +9.5% | +9.4% | +15.9% |
| All | +75.9% | +198.9% | -123.0% | +55.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling