+1,142.9%
RSP vs LNG
+33,324.8%
-32,181.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.9% |
| 3M | +0.7% | +10.7% | -10.0% | -0.7% |
| 6M | +9.0% | +23.1% | -14.0% | +6.1% |
| YTD | +16.7% | +52.4% | -35.7% | +10.4% |
| 1Y | +19.0% | +40.0% | -21.1% | +13.7% |
| 3Y | +64.7% | +76.0% | -11.3% | +52.6% |
| 5Y | +49.6% | +194.7% | -145.1% | +29.5% |
| 10Y | +213.2% | +726.7% | -513.5% | +138.9% |
| All | +1,142.9% | +33,324.8% | -32,181.9% | +579.2% |
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 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