+548.8%
LNG vs RRC
+6.8%
+542.1%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | -4.5% | -1.2% | -3.3% | -4.2% |
| 30D | +4.7% | +3.0% | +1.7% | +4.0% |
| 3M | +15.1% | +7.3% | +7.9% | +13.2% |
| 6M | +13.6% | +3.6% | +10.0% | +12.6% |
| YTD | +44.0% | +19.4% | +24.6% | +38.1% |
| 1Y | +18.4% | +21.4% | -3.1% | +12.6% |
| 3Y | +75.9% | +32.8% | +43.1% | +62.2% |
| 5Y | +231.7% | +152.6% | +79.1% | +160.0% |
| All | +548.8% | +6.8% | +542.1% | +510.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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