+18.6%
LNG vs ROK
+27.3%
-8.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | +0.4% |
| 7D | -4.7% | -1.2% | -3.4% | -4.8% |
| 30D | +3.8% | -4.8% | +8.6% | +3.2% |
| 3M | +16.2% | -6.1% | +22.3% | +15.4% |
| 6M | +11.7% | +15.5% | -3.8% | +12.7% |
| YTD | +44.2% | +11.2% | +33.0% | +46.7% |
| 1Y | +18.6% | +23.8% | -5.3% | +18.5% |
| All | +18.6% | +27.3% | -8.8% | +18.5% |
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