-30.2%
RIG vs LNG
+74.6%
-104.7%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.8% |
| 7D | -3.1% | -4.7% | +1.6% | -0.2% |
| 30D | -0.5% | +3.8% | -4.3% | -3.2% |
| 3M | -6.0% | +16.2% | -22.1% | -15.2% |
| 6M | -10.1% | +11.7% | -21.8% | -17.5% |
| YTD | +37.3% | +44.2% | -6.9% | +4.9% |
| 1Y | +73.9% | +18.6% | +55.4% | +52.3% |
| 3Y | -30.2% | +77.4% | -107.6% | -57.7% |
| All | -30.2% | +74.6% | -104.7% | -57.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling