+77.4%
LNG vs RRX
+5.4%
+72.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.5% | +0.1% |
| 7D | -4.7% | -0.3% | -4.3% | -4.7% |
| 30D | +3.8% | -6.1% | +10.0% | +3.9% |
| 3M | +16.2% | -23.1% | +39.2% | +16.7% |
| 6M | +11.7% | -19.5% | +31.2% | +12.0% |
| YTD | +44.2% | +16.1% | +28.1% | +40.2% |
| 1Y | +18.6% | +12.9% | +5.6% | +15.3% |
| 3Y | +77.4% | +7.9% | +69.5% | +80.4% |
| All | +77.4% | +5.4% | +72.0% | +80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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