+46.1%
LNG vs ROL
-31.8%
+78.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -0.2% |
| 7D | +11.3% | +3.0% | +8.3% | +11.4% |
| 30D | +10.6% | +19.8% | -9.1% | +10.7% |
| 3M | +16.1% | +7.9% | +8.2% | +16.1% |
| 6M | +29.6% | -25.6% | +55.2% | +28.5% |
| YTD | +60.3% | -34.1% | +94.5% | +61.3% |
| 1Y | +46.1% | -31.4% | +77.5% | +47.0% |
| All | +46.1% | -31.8% | +78.0% | +47.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling