+105.0%
DAL vs LNG
+813.5%
-708.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.6% | -6.9% | -5.8% |
| 7D | +1.4% | +10.9% | -9.6% | -2.2% |
| 30D | +9.1% | +8.1% | +1.0% | +5.4% |
| 3M | -3.5% | +15.7% | -19.2% | -9.3% |
| 6M | +23.4% | +27.2% | -3.9% | +10.8% |
| YTD | +26.0% | +60.7% | -34.7% | +1.3% |
| 1Y | +44.6% | +46.3% | -1.7% | +20.5% |
| 3Y | +162.7% | +85.6% | +77.1% | +94.2% |
| 5Y | +113.0% | +211.6% | -98.6% | +17.1% |
| All | +105.0% | +813.5% | -708.5% | -28.4% |
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