+77.1%
LNG vs ROK
+48.6%
+28.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.8% |
| 7D | -4.5% | -1.6% | -2.9% | -4.3% |
| 30D | +4.7% | -5.4% | +10.1% | +5.2% |
| 3M | +15.1% | -4.0% | +19.1% | +15.1% |
| 6M | +13.6% | +13.3% | +0.2% | +10.5% |
| YTD | +44.0% | +9.3% | +34.6% | +40.8% |
| 1Y | +18.4% | +25.8% | -7.4% | +12.5% |
| All | +77.1% | +48.6% | +28.5% | +58.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling