+279.2%
RTX vs LNG
+562.2%
-283.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -1.5% | -4.7% | +3.1% | -0.1% |
| 30D | -11.0% | +3.8% | -14.8% | -12.2% |
| 3M | +7.7% | +16.2% | -8.5% | +1.9% |
| 6M | -3.9% | +11.7% | -15.6% | -8.8% |
| YTD | +9.0% | +44.2% | -35.3% | -5.5% |
| 1Y | +27.3% | +18.6% | +8.7% | +18.0% |
| 3Y | +172.9% | +77.4% | +95.5% | +114.1% |
| 5Y | +165.2% | +232.3% | -67.1% | +53.7% |
| All | +279.2% | +562.2% | -283.0% | +67.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling