+26.1%
RCL vs LNG
+28.6%
-2.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.6% | -5.6% | -3.3% |
| 7D | -0.2% | +10.9% | -11.2% | +3.8% |
| 30D | +14.4% | +8.1% | +6.3% | +18.0% |
| 3M | +5.2% | +15.7% | -10.5% | +13.5% |
| 6M | +26.1% | +27.2% | -1.1% | +47.9% |
| All | +26.1% | +28.6% | -2.4% | +47.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling