+1,119.0%
LNG vs RRX
+2,218.5%
-1,099.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.5% | -1.0% |
| 7D | -4.7% | -0.3% | -4.3% | -4.6% |
| 30D | +3.8% | -6.1% | +10.0% | +5.8% |
| 3M | +16.2% | -23.1% | +39.2% | +24.0% |
| 6M | +11.7% | -19.5% | +31.2% | +14.8% |
| YTD | +44.2% | +16.1% | +28.1% | +28.5% |
| 1Y | +18.6% | +12.9% | +5.6% | +5.4% |
| 3Y | +77.4% | +7.9% | +69.5% | +48.5% |
| 5Y | +232.3% | +19.1% | +213.2% | +156.4% |
| 10Y | +550.1% | +225.8% | +324.3% | +223.2% |
| All | +1,119.0% | +2,218.5% | -1,099.5% | +355.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling