-27.1%
RKT vs LNG
+450.2%
-477.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -6.3% | -4.7% | -1.6% | -5.8% |
| 30D | -6.2% | +3.8% | -10.0% | -6.6% |
| 3M | -1.9% | +16.2% | -18.0% | -4.1% |
| 6M | -13.0% | +11.7% | -24.7% | -15.0% |
| YTD | -31.9% | +44.2% | -76.1% | -36.8% |
| 1Y | -37.6% | +18.6% | -56.1% | -39.9% |
| 3Y | +36.8% | +77.4% | -40.6% | +17.7% |
| 5Y | -9.7% | +232.3% | -242.0% | -37.8% |
| All | -27.1% | +450.2% | -477.3% | -57.3% |
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