-22.9%
RCL vs LNG
+19.6%
-42.4%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | 0.0% |
| 7D | -2.5% | -4.5% | +2.0% | -4.1% |
| 30D | -15.7% | +4.7% | -20.3% | -14.0% |
| 3M | -3.6% | +15.1% | -18.8% | +2.2% |
| 6M | -8.7% | +13.6% | -22.2% | -6.6% |
| YTD | -6.2% | +44.0% | -50.1% | -11.1% |
| 1Y | -22.9% | +18.4% | -41.2% | -17.3% |
| All | -22.9% | +19.6% | -42.4% | -17.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling