+50.5%
RSP vs LNG
+222.3%
-171.8%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -0.9% | -1.0% |
| 7D | -1.8% | -6.7% | +4.9% | -0.7% |
| 30D | -2.5% | +3.9% | -6.4% | -3.2% |
| 3M | +3.0% | +15.5% | -12.5% | +0.2% |
| 6M | +8.9% | +10.5% | -1.6% | +6.1% |
| YTD | +13.0% | +43.0% | -30.0% | +4.3% |
| 1Y | +16.2% | +18.9% | -2.6% | +11.4% |
| 3Y | +52.7% | +74.7% | -22.0% | +34.0% |
| 5Y | +50.5% | +231.2% | -180.8% | +15.3% |
| All | +50.5% | +222.3% | -171.8% | +15.3% |
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