+36.9%
RKT vs LNG
+74.3%
-37.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -1.7% |
| 7D | -7.2% | -4.5% | -2.8% | -7.8% |
| 30D | -7.9% | +4.7% | -12.6% | -7.3% |
| 3M | +5.2% | +15.1% | -10.0% | +6.8% |
| 6M | -14.9% | +13.6% | -28.5% | -14.1% |
| YTD | -31.9% | +44.0% | -75.8% | -32.5% |
| 1Y | -36.9% | +18.4% | -55.3% | -36.7% |
| All | +36.9% | +74.3% | -37.3% | +19.0% |
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