+53.1%
RGTI vs LNG
+297.8%
-244.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.8% |
| 7D | -0.1% | -4.5% | +4.3% | +1.4% |
| 30D | -16.2% | +4.7% | -20.9% | -18.1% |
| 3M | -22.0% | +15.1% | -37.2% | -27.7% |
| 6M | -10.8% | +13.6% | -24.3% | -18.4% |
| YTD | -31.6% | +44.0% | -75.5% | -44.5% |
| 1Y | -6.4% | +18.4% | -24.7% | -16.4% |
| 3Y | +665.7% | +75.9% | +589.8% | +458.4% |
| 5Y | +55.6% | +231.7% | -176.0% | +7.1% |
| All | +53.1% | +297.8% | -244.6% | +5.5% |
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