+77.4%
LNG vs RNG
+119.8%
-42.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -4.7% | -6.1% | +1.4% | -4.5% |
| 30D | +3.8% | +9.6% | -5.8% | +3.6% |
| 3M | +16.2% | +83.3% | -67.2% | +13.9% |
| 6M | +11.7% | +77.9% | -66.2% | +9.4% |
| YTD | +44.2% | +139.9% | -95.7% | +39.3% |
| 1Y | +18.6% | +121.7% | -103.1% | +14.8% |
| 3Y | +77.4% | +121.9% | -44.5% | +66.9% |
| All | +77.4% | +119.8% | -42.3% | +66.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling