+105.8%
DAL vs LNG
+252.8%
-146.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.7% |
| 7D | +0.1% | +3.4% | -3.3% | -0.5% |
| 30D | -13.9% | +14.9% | -28.8% | -16.2% |
| 3M | +1.1% | +21.4% | -20.3% | -3.0% |
| 6M | +26.2% | +17.8% | +8.4% | +20.7% |
| YTD | +16.4% | +51.3% | -34.9% | +3.9% |
| 1Y | +33.9% | +24.4% | +9.4% | +25.8% |
| 3Y | +93.4% | +79.7% | +13.7% | +64.0% |
| All | +105.8% | +252.8% | -146.9% | +46.3% |
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 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