-6.1%
RDW vs LNG
+228.1%
-234.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.4% |
| 7D | +0.9% | -4.7% | +5.5% | +2.4% |
| 30D | -21.3% | +3.8% | -25.1% | -22.7% |
| 3M | -37.9% | +16.2% | -54.0% | -42.2% |
| 6M | +12.3% | +11.7% | +0.6% | +3.9% |
| YTD | +39.7% | +44.2% | -4.5% | +14.4% |
| 1Y | +25.7% | +18.6% | +7.1% | +12.7% |
| 3Y | +230.8% | +77.4% | +153.4% | +154.5% |
| All | -6.1% | +228.1% | -234.2% | -36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling