+46.1%
LNG vs ROP
+6.9%
+39.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.7% | -0.3% |
| 7D | +11.3% | +0.7% | +10.6% | +11.3% |
| 30D | +10.6% | +28.8% | -18.1% | +7.6% |
| 3M | +16.1% | +21.1% | -4.9% | +13.4% |
| 6M | +29.6% | +52.5% | -23.0% | +23.4% |
| YTD | +60.3% | +8.9% | +51.5% | +49.0% |
| 1Y | +46.1% | +8.2% | +37.9% | +35.4% |
| All | +46.1% | +6.9% | +39.2% | +35.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling