+227.1%
RCL vs LNG
+222.3%
+4.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -2.2% | -6.7% | +4.5% | -0.2% |
| 30D | -15.7% | +3.9% | -19.5% | -16.8% |
| 3M | -8.0% | +15.5% | -23.5% | -13.0% |
| 6M | -10.1% | +10.5% | -20.6% | -15.3% |
| YTD | -5.9% | +43.0% | -48.8% | -20.8% |
| 1Y | -23.5% | +18.9% | -42.4% | -30.3% |
| 3Y | +174.4% | +74.7% | +99.7% | +108.1% |
| 5Y | +227.1% | +231.2% | -4.1% | +84.0% |
| All | +227.1% | +222.3% | +4.9% | +84.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling