+550.0%
LNG vs RNG
+222.9%
+327.1%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -4.7% | -6.1% | +1.4% | -4.2% |
| 30D | +3.8% | +9.6% | -5.8% | +3.0% |
| 3M | +16.2% | +83.3% | -67.2% | +10.2% |
| 6M | +11.7% | +77.9% | -66.2% | +5.7% |
| YTD | +44.2% | +139.9% | -95.7% | +32.1% |
| 1Y | +18.6% | +121.7% | -103.1% | +9.1% |
| 3Y | +77.4% | +121.9% | -44.5% | +59.5% |
| 5Y | +232.3% | -68.4% | +300.6% | +245.7% |
| All | +550.0% | +222.9% | +327.1% | +328.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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