+292.2%
RCL vs LNG
+211.7%
+80.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | -1.2% | +11.3% | -12.5% | -4.0% |
| 30D | +17.8% | +10.6% | +7.2% | +13.8% |
| 3M | +4.9% | +16.1% | -11.2% | -0.3% |
| 6M | +23.7% | +29.6% | -5.8% | +12.4% |
| YTD | +17.8% | +60.3% | -42.5% | -4.7% |
| 1Y | +28.9% | +46.1% | -17.2% | +8.4% |
| 3Y | +241.9% | +85.9% | +155.9% | +155.7% |
| All | +292.2% | +211.7% | +80.5% | +113.8% |
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