-10.4%
RKT vs LNG
+42.0%
-52.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -6.2% | +14.8% | +5.9% |
| 7D | +29.7% | -1.9% | +31.7% | +28.7% |
| 30D | +28.5% | +6.2% | +22.3% | +32.4% |
| 3M | +6.4% | +13.7% | -7.4% | +14.1% |
| 6M | +7.1% | +7.5% | -0.4% | +15.3% |
| YTD | -22.5% | +51.3% | -73.8% | -18.5% |
| 1Y | -10.4% | +42.6% | -53.1% | -3.4% |
| All | -10.4% | +42.0% | -52.4% | -3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling