+77.1%
LNG vs ROP
-19.1%
+96.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.1% | +0.8% |
| 7D | -4.5% | -8.0% | +3.5% | -2.9% |
| 30D | +4.7% | -2.7% | +7.4% | +5.2% |
| 3M | +15.1% | +16.6% | -1.4% | +11.0% |
| 6M | +13.6% | +10.4% | +3.2% | +10.7% |
| YTD | +44.0% | -12.1% | +56.0% | +48.2% |
| 1Y | +18.4% | -23.6% | +42.0% | +27.0% |
| All | +77.1% | -19.1% | +96.2% | +88.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling