+1,178.8%
LNG vs ROL
+3,600.3%
-2,421.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.2% |
| 7D | +3.4% | -1.4% | +4.9% | +4.1% |
| 30D | +14.9% | -4.1% | +19.0% | +16.9% |
| 3M | +21.4% | -22.5% | +43.9% | +35.2% |
| 6M | +17.8% | -37.7% | +55.5% | +44.2% |
| YTD | +51.3% | -39.6% | +90.9% | +86.8% |
| 1Y | +24.4% | -36.0% | +60.5% | +48.7% |
| 3Y | +79.7% | -5.1% | +84.8% | +74.0% |
| 5Y | +241.3% | -3.4% | +244.7% | +215.7% |
| 10Y | +603.1% | +215.2% | +387.9% | +230.3% |
| All | +1,178.8% | +3,600.3% | -2,421.4% | +144.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling