-37.6%
RKT vs LNG
+19.2%
-56.7%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | 0.0% |
| 7D | -6.3% | -4.7% | -1.6% | -8.2% |
| 30D | -6.2% | +3.8% | -10.0% | -4.3% |
| 3M | -1.9% | +16.2% | -18.0% | +5.3% |
| 6M | -13.0% | +11.7% | -24.7% | -8.5% |
| YTD | -31.9% | +44.2% | -76.1% | -32.5% |
| 1Y | -37.6% | +18.6% | -56.1% | -40.2% |
| All | -37.6% | +19.2% | -56.7% | -40.2% |
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