+101.5%
DAL vs LNG
+86.5%
+15.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.8% |
| 7D | +0.1% | +3.4% | -3.3% | -0.1% |
| 30D | -13.9% | +14.9% | -28.8% | -14.9% |
| 3M | +1.1% | +21.4% | -20.3% | -1.0% |
| 6M | +26.2% | +17.8% | +8.4% | +22.6% |
| YTD | +16.4% | +51.3% | -34.9% | +5.5% |
| 1Y | +33.9% | +24.4% | +9.4% | +28.3% |
| All | +101.5% | +86.5% | +15.1% | +82.7% |
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