+312.1%
ROST vs LNG
+562.2%
-250.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.2% | +2.3% |
| 7D | +0.2% | -4.7% | +4.9% | +1.4% |
| 30D | -6.9% | +3.8% | -10.7% | -7.8% |
| 3M | -3.3% | +16.2% | -19.5% | -7.3% |
| 6M | +9.0% | +11.7% | -2.6% | +4.9% |
| YTD | +28.9% | +44.2% | -15.3% | +15.4% |
| 1Y | +54.0% | +18.6% | +35.4% | +45.2% |
| 3Y | +100.7% | +77.4% | +23.3% | +64.4% |
| 5Y | +116.0% | +232.3% | -116.2% | +35.6% |
| All | +312.1% | +562.2% | -250.1% | +95.3% |
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