+433.3%
LNG vs RVMD
+620.8%
-187.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +0.9% |
| 7D | -4.5% | -3.6% | -0.9% | -4.2% |
| 30D | +4.7% | -1.1% | +5.7% | +4.7% |
| 3M | +15.1% | +41.0% | -25.9% | +12.0% |
| 6M | +13.6% | +105.7% | -92.1% | +6.3% |
| YTD | +44.0% | +155.3% | -111.4% | +31.3% |
| 1Y | +18.4% | +402.7% | -384.4% | +1.0% |
| 3Y | +75.9% | +533.1% | -457.2% | +43.1% |
| 5Y | +231.7% | +583.5% | -351.9% | +156.8% |
| All | +433.3% | +620.8% | -187.5% | +260.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling