+25.7%
RDW vs LNG
+19.2%
+6.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.2% |
| 7D | +0.9% | -4.7% | +5.5% | -0.6% |
| 30D | -21.3% | +3.8% | -25.1% | -20.4% |
| 3M | -37.9% | +16.2% | -54.0% | -35.5% |
| 6M | +12.3% | +11.7% | +0.6% | +12.3% |
| YTD | +39.7% | +44.2% | -4.5% | +23.1% |
| 1Y | +25.7% | +18.6% | +7.1% | +27.7% |
| All | +25.7% | +19.2% | +6.5% | +27.7% |
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 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