+161.0%
DAL vs LNG
+85.6%
+75.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -1.1% | +11.3% | -12.4% | -1.6% |
| 30D | +12.8% | +10.6% | +2.2% | +11.7% |
| 3M | -5.3% | +16.1% | -21.4% | -6.7% |
| 6M | +22.4% | +29.6% | -7.2% | +18.5% |
| YTD | +25.6% | +60.3% | -34.7% | +11.8% |
| 1Y | +45.5% | +46.1% | -0.6% | +33.3% |
| 3Y | +161.0% | +85.9% | +75.0% | +130.3% |
| All | +161.0% | +85.6% | +75.3% | +130.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling