+1,108.4%
LNG vs ROK
+8,227.6%
-7,119.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.3% |
| 7D | -6.7% | +0.2% | -6.9% | -6.8% |
| 30D | +3.9% | -1.8% | +5.7% | +4.5% |
| 3M | +15.5% | -7.2% | +22.7% | +17.9% |
| 6M | +10.5% | +14.2% | -3.6% | +2.1% |
| YTD | +43.0% | +10.6% | +32.4% | +33.2% |
| 1Y | +18.9% | +25.9% | -7.0% | +4.2% |
| 3Y | +74.7% | +50.8% | +23.9% | +34.8% |
| 5Y | +231.2% | +47.0% | +184.2% | +147.0% |
| 10Y | +544.5% | +354.9% | +189.6% | +175.4% |
| All | +1,108.4% | +8,227.6% | -7,119.1% | +92.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling