+4,380.1%
LNG vs RL
+1,517.3%
+2,862.8%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +0.9% | +0.1% |
| 7D | +11.3% | +2.6% | +8.7% | +10.4% |
| 30D | +10.6% | +2.9% | +7.7% | +9.3% |
| 3M | +16.1% | 0.0% | +16.1% | +15.6% |
| 6M | +29.6% | +17.1% | +12.4% | +21.5% |
| YTD | +60.3% | +10.1% | +50.2% | +51.3% |
| 1Y | +46.1% | +17.3% | +28.8% | +34.7% |
| 3Y | +85.9% | +249.3% | -163.4% | +15.1% |
| 5Y | +210.8% | +240.9% | -30.1% | +85.8% |
| 10Y | +808.8% | +337.3% | +471.5% | +347.0% |
| All | +4,380.1% | +1,517.3% | +2,862.8% | +1,432.5% |
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