+787.9%
LNG vs RY
+353.8%
+434.0%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.6% | +3.2% | +3.4% |
| 7D | +4.5% | -3.0% | +7.5% | +6.5% |
| 30D | +8.0% | +6.3% | +1.8% | +3.9% |
| 3M | +15.0% | -2.6% | +17.6% | +16.3% |
| 6M | +27.1% | +13.9% | +13.1% | +15.7% |
| YTD | +58.1% | +21.7% | +36.4% | +36.9% |
| 1Y | +45.0% | +40.4% | +4.5% | +13.7% |
| 3Y | +82.6% | +161.3% | -78.7% | -9.6% |
| 5Y | +206.8% | +126.5% | +80.4% | +65.6% |
| All | +787.9% | +353.8% | +434.0% | +214.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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