+29.6%
LNG vs ROP
+50.5%
-20.9%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | +7.4% |
| 3M | +16.1% | +21.1% | -4.9% | +13.2% |
| 6M | +29.6% | +52.5% | -23.0% | +21.9% |
| All | +29.6% | +50.5% | -20.9% | +21.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling