-9.7%
RKT vs LNG
+229.3%
-238.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -1.8% |
| 7D | -7.2% | -4.5% | -2.8% | -7.0% |
| 30D | -7.9% | +4.7% | -12.6% | -8.2% |
| 3M | +5.2% | +15.1% | -10.0% | +3.8% |
| 6M | -14.9% | +13.6% | -28.5% | -16.4% |
| YTD | -31.9% | +44.0% | -75.8% | -35.6% |
| 1Y | -36.9% | +18.4% | -55.3% | -38.6% |
| 3Y | +35.7% | +75.9% | -40.1% | +20.0% |
| 5Y | -9.7% | +231.7% | -241.3% | -32.0% |
| All | -9.7% | +229.3% | -238.9% | -32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling