+42.6%
LNG vs ROK
+25.3%
+17.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.6% | -5.6% | -6.2% |
| 7D | -1.9% | 0.0% | -1.9% | -1.9% |
| 30D | +6.2% | -2.5% | +8.7% | +5.9% |
| 3M | +13.7% | 0.0% | +13.7% | +13.7% |
| 6M | +7.5% | +11.6% | -4.1% | +8.6% |
| YTD | +51.3% | +15.2% | +36.1% | +55.5% |
| 1Y | +42.6% | +25.0% | +17.6% | +45.5% |
| All | +42.6% | +25.3% | +17.4% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 1y: compounded portfolio wealth divided by compounded ROK 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…
1y analysis · Full analysis span regression · 6 months rolling