+548.8%
LNG vs ROP
+135.7%
+413.1%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.1% | +0.9% |
| 7D | -4.5% | -8.0% | +3.5% | -1.0% |
| 30D | +4.7% | -2.7% | +7.4% | +5.8% |
| 3M | +15.1% | +16.6% | -1.4% | +6.7% |
| 6M | +13.6% | +10.4% | +3.2% | +7.4% |
| YTD | +44.0% | -12.1% | +56.0% | +50.3% |
| 1Y | +18.4% | -23.6% | +42.0% | +31.9% |
| 3Y | +75.9% | -19.3% | +95.2% | +87.4% |
| 5Y | +231.7% | -15.4% | +247.0% | +238.9% |
| All | +548.8% | +135.7% | +413.1% | +267.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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