-17.2%
DASH vs LNG
+42.0%
-59.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -6.2% | +14.5% | +7.0% |
| 7D | +17.2% | -1.9% | +19.1% | +16.3% |
| 30D | +3.6% | +6.2% | -2.7% | +4.4% |
| 3M | -1.9% | +13.7% | -15.6% | +0.9% |
| 6M | +15.1% | +7.5% | +7.6% | +17.3% |
| YTD | -12.3% | +51.3% | -63.6% | -10.3% |
| 1Y | -17.2% | +42.6% | -59.9% | -16.0% |
| All | -17.2% | +42.0% | -59.2% | -16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling