+763.7%
LNG vs RNG
+305.9%
+457.8%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | 0.0% |
| 7D | -6.7% | -4.1% | -2.7% | -6.4% |
| 30D | +3.9% | +8.6% | -4.8% | +2.9% |
| 3M | +15.5% | +78.0% | -62.5% | +8.3% |
| 6M | +10.5% | +67.0% | -56.5% | +3.7% |
| YTD | +43.0% | +142.4% | -99.5% | +27.8% |
| 1Y | +18.9% | +120.4% | -101.6% | +7.1% |
| 3Y | +74.7% | +122.1% | -47.5% | +52.7% |
| 5Y | +231.2% | -69.8% | +301.1% | +252.5% |
| 10Y | +544.5% | +223.4% | +321.1% | +290.6% |
| All | +763.7% | +305.9% | +457.8% | +390.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling