+2.0%
RDW vs LNG
+345.4%
-343.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.4% |
| 7D | +0.9% | -4.7% | +5.5% | +2.3% |
| 30D | -21.3% | +3.8% | -25.1% | -22.6% |
| 3M | -37.9% | +16.2% | -54.0% | -41.9% |
| 6M | +12.3% | +11.7% | +0.6% | +4.6% |
| YTD | +39.7% | +44.2% | -4.5% | +16.5% |
| 1Y | +25.7% | +18.6% | +7.1% | +13.8% |
| 3Y | +230.8% | +77.4% | +153.4% | +161.8% |
| 5Y | -8.8% | +232.3% | -241.0% | -35.7% |
| All | +2.0% | +345.4% | -343.4% | -32.9% |
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