+179.4%
RCL vs LNG
+76.4%
+103.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.5% | +5.2% | +0.4% |
| 7D | -0.5% | -6.2% | +5.7% | +0.2% |
| 30D | -17.3% | +8.0% | -25.3% | -18.2% |
| 3M | -2.8% | +16.9% | -19.7% | -5.6% |
| 6M | -4.4% | +8.7% | -13.1% | -7.3% |
| YTD | -4.2% | +43.0% | -47.2% | -16.7% |
| 1Y | -23.4% | +19.4% | -42.8% | -28.3% |
| 3Y | +179.4% | +74.7% | +104.7% | +131.5% |
| All | +179.4% | +76.4% | +103.0% | +131.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling