+3,385.0%
RCL vs LNG
+1,178.8%
+2,206.2%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | -5.1% | +3.4% | -8.5% | -5.3% |
| 30D | -19.0% | +14.9% | -33.9% | -19.8% |
| 3M | -9.6% | +21.4% | -31.0% | -10.9% |
| 6M | -6.7% | +17.8% | -24.5% | -8.1% |
| YTD | -3.9% | +51.3% | -55.2% | -6.9% |
| 1Y | -25.1% | +24.4% | -49.5% | -26.5% |
| 3Y | +179.1% | +79.7% | +99.4% | +167.1% |
| 5Y | +243.3% | +241.3% | +2.0% | +215.3% |
| 10Y | +325.8% | +603.1% | -277.4% | +277.4% |
| All | +3,385.0% | +1,178.8% | +2,206.2% | +2,403.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling