+231.2%
LNG vs ROL
-6.0%
+237.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.1% | +0.1% |
| 7D | -6.7% | -3.3% | -3.5% | -6.3% |
| 30D | +3.9% | -7.2% | +11.1% | +5.0% |
| 3M | +15.5% | -27.0% | +42.5% | +21.0% |
| 6M | +10.5% | -39.5% | +50.0% | +19.3% |
| YTD | +43.0% | -41.8% | +84.8% | +55.1% |
| 1Y | +18.9% | -38.9% | +57.7% | +27.5% |
| 3Y | +74.7% | -0.4% | +75.0% | +70.3% |
| 5Y | +231.2% | -4.2% | +235.4% | +210.4% |
| All | +231.2% | -6.0% | +237.2% | +210.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling