+1,119.0%
LNG vs TROW
+6,842.3%
-5,723.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.6% |
| 7D | -4.7% | -3.2% | -1.5% | -3.6% |
| 30D | +3.8% | -4.6% | +8.4% | +5.5% |
| 3M | +16.2% | -0.7% | +16.8% | +15.7% |
| 6M | +11.7% | +22.2% | -10.5% | +3.1% |
| YTD | +44.2% | +6.6% | +37.6% | +39.2% |
| 1Y | +18.6% | +5.8% | +12.7% | +14.4% |
| 3Y | +77.4% | +11.6% | +65.8% | +64.2% |
| 5Y | +232.3% | -38.9% | +271.2% | +266.3% |
| 10Y | +550.1% | +128.5% | +421.6% | +325.2% |
| All | +1,119.0% | +6,842.3% | -5,723.3% | +296.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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