+800.2%
LNG vs ROL
+221.5%
+578.7%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -0.8% |
| 7D | +11.3% | +3.0% | +8.3% | +10.5% |
| 30D | +10.6% | +19.8% | -9.1% | +5.7% |
| 3M | +16.1% | +7.9% | +8.2% | +13.6% |
| 6M | +29.6% | -25.6% | +55.2% | +38.7% |
| YTD | +60.3% | -34.1% | +94.5% | +76.3% |
| 1Y | +46.1% | -31.4% | +77.5% | +58.7% |
| 3Y | +85.9% | +4.7% | +81.3% | +77.4% |
| 5Y | +210.8% | +15.6% | +195.2% | +181.5% |
| All | +800.2% | +221.5% | +578.7% | +407.9% |
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