+75.9%
LNG vs ROL
-1.5%
+77.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.1% | +0.1% |
| 7D | -6.7% | -3.3% | -3.5% | -6.4% |
| 30D | +3.9% | -7.2% | +11.1% | +4.6% |
| 3M | +15.5% | -27.0% | +42.5% | +19.0% |
| 6M | +10.5% | -39.5% | +50.0% | +16.2% |
| YTD | +43.0% | -41.8% | +84.8% | +50.9% |
| 1Y | +18.9% | -38.9% | +57.7% | +24.4% |
| All | +75.9% | -1.5% | +77.3% | +80.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling