+15.6%
RSP vs LNG
+19.6%
-4.0%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.7% |
| 7D | -3.1% | -4.5% | +1.3% | -3.3% |
| 30D | -3.4% | +4.7% | -8.1% | -3.1% |
| 3M | +3.6% | +15.1% | -11.5% | +4.3% |
| 6M | +9.0% | +13.6% | -4.6% | +8.3% |
| YTD | +12.2% | +44.0% | -31.8% | +8.7% |
| 1Y | +15.6% | +18.4% | -2.8% | +16.5% |
| All | +15.6% | +19.6% | -4.0% | +16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling