+6,549.1%
LNG vs RSG
+2,015.5%
+4,533.6%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.1% |
| 7D | -4.7% | 0.0% | -4.7% | -4.7% |
| 30D | +3.8% | +4.0% | -0.1% | +2.5% |
| 3M | +16.2% | +7.4% | +8.8% | +13.3% |
| 6M | +11.7% | +0.1% | +11.6% | +11.4% |
| YTD | +44.2% | +6.0% | +38.2% | +41.0% |
| 1Y | +18.6% | -3.0% | +21.5% | +19.3% |
| 3Y | +77.4% | +56.5% | +20.9% | +51.8% |
| 5Y | +232.3% | +90.9% | +141.3% | +163.6% |
| 10Y | +550.1% | +428.7% | +121.4% | +271.3% |
| All | +6,549.1% | +2,015.5% | +4,533.6% | +2,590.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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