+550.0%
LNG vs RVTY
+145.6%
+404.3%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.6% | -0.4% |
| 7D | -4.7% | -4.5% | -0.1% | -3.8% |
| 30D | +3.8% | +5.5% | -1.6% | +2.6% |
| 3M | +16.2% | +22.5% | -6.4% | +11.0% |
| 6M | +11.7% | +38.9% | -27.2% | +3.1% |
| YTD | +44.2% | +28.7% | +15.5% | +34.8% |
| 1Y | +18.6% | +45.5% | -26.9% | +7.0% |
| 3Y | +77.4% | +16.4% | +61.0% | +63.7% |
| 5Y | +232.3% | -32.7% | +265.0% | +255.2% |
| All | +550.0% | +145.6% | +404.3% | +258.1% |
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