-42.2%
RIG vs LNG
+562.2%
-604.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.9% |
| 7D | -3.1% | -4.7% | +1.6% | +1.2% |
| 30D | -0.5% | +3.8% | -4.3% | -4.5% |
| 3M | -6.0% | +16.2% | -22.1% | -19.3% |
| 6M | -10.1% | +11.7% | -21.8% | -21.2% |
| YTD | +37.3% | +44.2% | -6.9% | -6.7% |
| 1Y | +73.9% | +18.6% | +55.4% | +42.5% |
| 3Y | -30.2% | +77.4% | -107.6% | -63.3% |
| 5Y | +62.5% | +232.3% | -169.8% | -57.7% |
| All | -42.2% | +562.2% | -604.4% | -91.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling