+4,173.5%
RCL vs LNG
+1,255.2%
+2,918.2%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -1.2% | +11.3% | -12.5% | -1.9% |
| 30D | +17.8% | +10.6% | +7.2% | +17.0% |
| 3M | +4.9% | +16.1% | -11.2% | +3.8% |
| 6M | +23.7% | +29.6% | -5.8% | +21.3% |
| YTD | +17.8% | +60.3% | -42.5% | +13.6% |
| 1Y | +28.9% | +46.1% | -17.2% | +25.0% |
| 3Y | +241.9% | +85.9% | +155.9% | +226.1% |
| 5Y | +295.4% | +210.8% | +84.6% | +264.8% |
| 10Y | +344.1% | +808.8% | -464.7% | +288.2% |
| All | +4,173.5% | +1,255.2% | +2,918.2% | +2,954.7% |
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