+64.7%
RSP vs LNG
+77.7%
-12.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.0% | -0.4% |
| 7D | +0.7% | -5.5% | +6.2% | +1.3% |
| 30D | +3.7% | +5.7% | -2.1% | +2.7% |
| 3M | +0.7% | +10.7% | -10.0% | -0.9% |
| 6M | +9.0% | +23.1% | -14.0% | +5.6% |
| YTD | +16.7% | +52.4% | -35.7% | +6.8% |
| 1Y | +19.0% | +40.0% | -21.1% | +10.9% |
| 3Y | +64.7% | +76.0% | -11.3% | +47.1% |
| All | +64.7% | +77.7% | -12.9% | +47.1% |
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