+331.2%
RCL vs LNG
+561.0%
-229.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.7% |
| 7D | -2.5% | -4.5% | +2.0% | -0.2% |
| 30D | -15.7% | +4.7% | -20.3% | -18.0% |
| 3M | -3.6% | +15.1% | -18.8% | -12.3% |
| 6M | -8.7% | +13.6% | -22.2% | -18.4% |
| YTD | -6.2% | +44.0% | -50.1% | -27.8% |
| 1Y | -22.9% | +18.4% | -41.2% | -33.3% |
| 3Y | +173.6% | +75.9% | +97.7% | +78.9% |
| 5Y | +226.6% | +231.7% | -5.1% | +29.4% |
| All | +331.2% | +561.0% | -229.8% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 LNG 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