+231.7%
LNG vs RRC
+150.0%
+81.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | -4.5% | -1.2% | -3.3% | -4.1% |
| 30D | +4.7% | +3.0% | +1.7% | +3.6% |
| 3M | +15.1% | +7.3% | +7.9% | +12.3% |
| 6M | +13.6% | +3.6% | +10.0% | +12.1% |
| YTD | +44.0% | +19.4% | +24.6% | +35.4% |
| 1Y | +18.4% | +21.4% | -3.1% | +10.0% |
| 3Y | +75.9% | +32.8% | +43.1% | +55.8% |
| 5Y | +231.7% | +152.0% | +79.7% | +121.3% |
| All | +231.7% | +150.0% | +81.7% | +121.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling