+351.3%
DAL vs LNG
+813.4%
-462.2%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -16.0% |
| 3M | +1.1% | +21.4% | -20.3% | -2.5% |
| 6M | +26.2% | +17.8% | +8.4% | +21.8% |
| YTD | +16.4% | +51.3% | -34.9% | +7.6% |
| 1Y | +33.9% | +24.4% | +9.4% | +27.6% |
| 3Y | +93.4% | +79.7% | +13.7% | +72.4% |
| 5Y | +106.4% | +241.3% | -135.0% | +63.7% |
| 10Y | +143.0% | +603.1% | -460.2% | +70.9% |
| All | +351.3% | +813.4% | -462.2% | +143.3% |
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 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