+96.1%
ROST vs LNG
+74.3%
+21.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | +0.1% |
| 7D | -2.5% | -4.5% | +2.0% | -2.4% |
| 30D | -10.3% | +4.7% | -15.0% | -10.3% |
| 3M | -2.6% | +15.1% | -17.7% | -2.9% |
| 6M | +6.5% | +13.6% | -7.0% | +5.9% |
| YTD | +25.9% | +44.0% | -18.0% | +23.3% |
| 1Y | +52.3% | +18.4% | +34.0% | +51.2% |
| All | +96.1% | +74.3% | +21.9% | +92.3% |
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 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