+392.2%
DAL vs LNG
+769.5%
-377.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.7% | +2.2% |
| 7D | +8.8% | -15.9% | +24.7% | +11.7% |
| 30D | +5.4% | +2.1% | +3.3% | +4.7% |
| 3M | -4.9% | +4.8% | -9.7% | -6.1% |
| 6M | +19.8% | +6.8% | +13.0% | +17.5% |
| YTD | +27.0% | +44.0% | -17.0% | +17.9% |
| 1Y | +52.5% | +34.9% | +17.5% | +42.9% |
| 3Y | +173.8% | +67.3% | +106.5% | +146.5% |
| 5Y | +104.5% | +170.1% | -65.6% | +68.1% |
| 10Y | +129.7% | +693.0% | -563.3% | +58.9% |
| All | +392.2% | +769.5% | -377.3% | +166.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling