+418.2%
DAL vs LNG
+793.4%
-375.2%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.7% | +2.5% | +4.8% |
| 7D | +10.0% | -8.4% | +18.4% | +11.5% |
| 30D | +12.0% | +2.7% | +9.4% | +11.2% |
| 3M | +0.8% | +11.7% | -11.0% | -1.4% |
| 6M | +26.2% | +19.5% | +6.7% | +21.6% |
| YTD | +33.7% | +48.0% | -14.3% | +23.6% |
| 1Y | +57.6% | +38.4% | +19.2% | +47.2% |
| 3Y | +183.5% | +71.9% | +111.6% | +154.1% |
| 5Y | +114.2% | +179.9% | -65.7% | +75.1% |
| 10Y | +128.1% | +700.5% | -572.4% | +57.5% |
| All | +418.2% | +793.4% | -375.2% | +179.5% |
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