+550.0%
LNG vs RMD
+274.3%
+275.7%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | -4.7% | -4.4% | -0.3% | -4.0% |
| 30D | +3.8% | -3.1% | +7.0% | +4.3% |
| 3M | +16.2% | +13.8% | +2.4% | +13.6% |
| 6M | +11.7% | -8.6% | +20.3% | +12.8% |
| YTD | +44.2% | -8.6% | +52.9% | +45.5% |
| 1Y | +18.6% | -19.7% | +38.2% | +22.1% |
| 3Y | +77.4% | +48.4% | +29.0% | +62.2% |
| 5Y | +232.3% | -22.7% | +255.0% | +235.5% |
| All | +550.0% | +274.3% | +275.7% | +336.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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