+800.2%
LNG vs RVTY
+211.6%
+588.6%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.4% | +0.1% |
| 7D | +11.3% | -0.5% | +11.8% | +11.4% |
| 30D | +10.6% | +1.5% | +9.1% | +10.2% |
| 3M | +16.1% | +31.5% | -15.3% | +9.6% |
| 6M | +29.6% | +62.7% | -33.1% | +16.6% |
| YTD | +60.3% | +60.0% | +0.4% | +43.3% |
| 1Y | +46.1% | +65.7% | -19.6% | +29.2% |
| 3Y | +85.9% | +85.2% | +0.7% | +53.4% |
| 5Y | +210.8% | -14.9% | +225.7% | +215.8% |
| All | +800.2% | +211.6% | +588.6% | +409.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 10y: compounded portfolio wealth divided by compounded RVTY 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…
10y analysis · Full analysis span regression · 6 months rolling