+800.2%
LNG vs ROP
+185.2%
+615.0%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.7% | -0.4% |
| 7D | +11.3% | +0.7% | +10.6% | +11.0% |
| 30D | +10.6% | +28.8% | -18.1% | -1.1% |
| 3M | +16.1% | +21.1% | -4.9% | +6.4% |
| 6M | +29.6% | +52.5% | -23.0% | +6.2% |
| YTD | +60.3% | +8.9% | +51.5% | +52.0% |
| 1Y | +46.1% | +8.2% | +37.9% | +38.9% |
| 3Y | +85.9% | -5.2% | +91.1% | +85.0% |
| 5Y | +210.8% | +1.7% | +209.1% | +193.7% |
| All | +800.2% | +185.2% | +615.0% | +348.7% |
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