+4,127.5%
LNG vs RL
+1,366.2%
+2,761.4%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.6% | -0.2% |
| 7D | +3.4% | -0.8% | +4.2% | +3.6% |
| 30D | +14.9% | -7.8% | +22.6% | +17.7% |
| 3M | +21.4% | -4.0% | +25.4% | +22.1% |
| 6M | +17.8% | -1.9% | +19.7% | +15.9% |
| YTD | +51.3% | -0.2% | +51.5% | +47.7% |
| 1Y | +24.4% | +10.7% | +13.8% | +17.0% |
| 3Y | +79.7% | +210.8% | -131.1% | +15.6% |
| 5Y | +241.3% | +238.2% | +3.1% | +103.6% |
| 10Y | +603.1% | +313.4% | +289.8% | +251.8% |
| All | +4,127.5% | +1,366.2% | +2,761.4% | +1,396.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling