+222.1%
LNG vs ROK
+47.1%
+175.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.1% |
| 7D | -4.7% | -1.2% | -3.4% | -4.5% |
| 30D | +3.8% | -4.8% | +8.6% | +4.5% |
| 3M | +16.2% | -6.1% | +22.3% | +16.8% |
| 6M | +11.7% | +15.5% | -3.8% | +7.8% |
| YTD | +44.2% | +11.2% | +33.0% | +40.1% |
| 1Y | +18.6% | +23.8% | -5.3% | +12.4% |
| 3Y | +77.4% | +53.1% | +24.3% | +57.3% |
| All | +222.1% | +47.1% | +175.0% | +177.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling