+550.0%
LNG vs ROL
+211.6%
+338.4%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | -4.7% | -3.2% | -1.5% | -3.9% |
| 30D | +3.8% | -4.9% | +8.7% | +5.1% |
| 3M | +16.2% | -25.8% | +42.0% | +24.7% |
| 6M | +11.7% | -37.6% | +49.2% | +25.0% |
| YTD | +44.2% | -41.5% | +85.7% | +63.6% |
| 1Y | +18.6% | -39.5% | +58.0% | +33.0% |
| 3Y | +77.4% | +0.1% | +77.3% | +70.7% |
| 5Y | +232.3% | -4.6% | +236.9% | +217.1% |
| All | +550.0% | +211.6% | +338.4% | +299.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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