+1,144.5%
RSP vs LNG
+35,062.7%
-33,918.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | +2.4% | +11.3% | -9.0% | +1.1% |
| 30D | +4.3% | +10.6% | -6.4% | +2.9% |
| 3M | -0.3% | +16.1% | -16.5% | -2.2% |
| 6M | +9.8% | +29.6% | -19.7% | +6.2% |
| YTD | +16.8% | +60.3% | -43.5% | +9.9% |
| 1Y | +19.5% | +46.1% | -26.6% | +13.6% |
| 3Y | +65.1% | +85.9% | -20.8% | +52.0% |
| 5Y | +48.7% | +210.8% | -162.1% | +27.9% |
| 10Y | +213.6% | +808.8% | -595.2% | +136.8% |
| All | +1,144.5% | +35,062.7% | -33,918.2% | +576.1% |
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 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