+111.1%
ROST vs LNG
+229.3%
-118.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | -2.5% | -4.5% | +2.0% | -2.1% |
| 30D | -10.3% | +4.7% | -15.0% | -10.7% |
| 3M | -2.6% | +15.1% | -17.7% | -4.1% |
| 6M | +6.5% | +13.6% | -7.0% | +4.6% |
| YTD | +25.9% | +44.0% | -18.0% | +20.0% |
| 1Y | +52.3% | +18.4% | +34.0% | +48.8% |
| 3Y | +94.6% | +75.9% | +18.7% | +78.0% |
| 5Y | +111.1% | +231.7% | -120.6% | +61.6% |
| All | +111.1% | +229.3% | -118.2% | +61.6% |
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