+54.2%
RSP vs LNG
+76.4%
-22.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.5% | +4.4% | -0.3% |
| 7D | -0.4% | -6.2% | +5.8% | +0.4% |
| 30D | -1.5% | +8.0% | -9.5% | -2.6% |
| 3M | +4.8% | +16.9% | -12.1% | +2.3% |
| 6M | +10.3% | +8.7% | +1.6% | +8.1% |
| YTD | +14.1% | +43.0% | -28.9% | +5.4% |
| 1Y | +17.0% | +19.4% | -2.4% | +12.5% |
| 3Y | +54.2% | +74.7% | -20.5% | +35.2% |
| All | +54.2% | +76.4% | -22.2% | +35.2% |
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