+550.0%
LNG vs ROK
+357.9%
+192.1%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.4% |
| 7D | -4.7% | -1.2% | -3.4% | -4.3% |
| 30D | +3.8% | -4.8% | +8.6% | +5.4% |
| 3M | +16.2% | -6.1% | +22.3% | +17.7% |
| 6M | +11.7% | +15.5% | -3.8% | +4.1% |
| YTD | +44.2% | +11.2% | +33.0% | +35.8% |
| 1Y | +18.6% | +23.8% | -5.3% | +6.8% |
| 3Y | +77.4% | +53.1% | +24.3% | +41.2% |
| 5Y | +232.3% | +48.3% | +184.0% | +158.0% |
| All | +550.0% | +357.9% | +192.1% | +181.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling