+11.1%
RDW vs LNG
+42.0%
-30.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -6.2% | +1.2% | -6.6% |
| 7D | -14.3% | -1.9% | -12.4% | -14.2% |
| 30D | -26.0% | +6.2% | -32.2% | -23.4% |
| 3M | -27.4% | +13.7% | -41.1% | -22.9% |
| 6M | -10.6% | +7.5% | -18.2% | -2.1% |
| YTD | +1.6% | +51.3% | -49.7% | +6.7% |
| 1Y | +11.1% | +42.6% | -31.6% | -1.6% |
| All | +11.1% | +42.0% | -30.9% | -1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling