+77.4%
LNG vs RVMD
+537.4%
-460.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -4.7% | -3.0% | -1.7% | -4.6% |
| 30D | +3.8% | -0.7% | +4.5% | +3.8% |
| 3M | +16.2% | +36.5% | -20.4% | +14.8% |
| 6M | +11.7% | +104.6% | -92.9% | +8.3% |
| YTD | +44.2% | +155.8% | -111.6% | +37.3% |
| 1Y | +18.6% | +340.7% | -322.1% | +8.4% |
| 3Y | +77.4% | +519.9% | -442.5% | +62.6% |
| All | +77.4% | +537.4% | -460.0% | +62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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