+162.9%
RTX vs LNG
+222.3%
-59.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -1.6% | -6.7% | +5.1% | -0.2% |
| 30D | -11.6% | +3.9% | -15.4% | -12.3% |
| 3M | +9.2% | +15.5% | -6.3% | +5.5% |
| 6M | -4.4% | +10.5% | -14.9% | -7.5% |
| YTD | +8.9% | +43.0% | -34.1% | -1.0% |
| 1Y | +32.1% | +18.9% | +13.2% | +25.6% |
| 3Y | +151.2% | +74.7% | +76.6% | +114.9% |
| 5Y | +162.9% | +231.2% | -68.3% | +80.5% |
| All | +162.9% | +222.3% | -59.3% | +80.5% |
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