+65,906.5%
ROST vs LNG
+1,178.8%
+64,727.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.4% |
| 7D | +0.9% | +3.4% | -2.5% | +0.8% |
| 30D | -8.9% | +14.9% | -23.8% | -9.3% |
| 3M | -0.8% | +21.4% | -22.2% | -1.5% |
| 6M | +8.5% | +17.8% | -9.3% | +7.8% |
| YTD | +28.6% | +51.3% | -22.7% | +26.7% |
| 1Y | +52.3% | +24.4% | +27.9% | +51.0% |
| 3Y | +94.8% | +79.7% | +15.2% | +90.5% |
| 5Y | +110.8% | +241.3% | -130.6% | +101.4% |
| 10Y | +304.5% | +603.1% | -298.6% | +277.1% |
| All | +65,906.5% | +1,178.8% | +64,727.7% | +52,160.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling