+1,178.8%
LNG vs ROP
+8,075.8%
-6,897.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.6% | +4.0% | +2.0% |
| 7D | +3.4% | -4.4% | +7.9% | +5.5% |
| 30D | +14.9% | +3.2% | +11.6% | +13.0% |
| 3M | +21.4% | +23.1% | -1.7% | +9.4% |
| 6M | +17.8% | +13.3% | +4.5% | +9.8% |
| YTD | +51.3% | -7.9% | +59.1% | +53.9% |
| 1Y | +24.4% | -22.1% | +46.5% | +36.4% |
| 3Y | +79.7% | -16.8% | +96.5% | +88.5% |
| 5Y | +241.3% | -13.5% | +254.9% | +246.0% |
| 10Y | +603.1% | +137.7% | +465.4% | +333.1% |
| All | +1,178.8% | +8,075.8% | -6,897.0% | +101.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling