+5.8%
DASH vs LNG
+374.7%
-368.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -5.5% | +0.1% | -4.3% |
| 7D | -11.2% | -6.2% | -5.0% | -10.0% |
| 30D | -7.3% | +8.0% | -15.3% | -8.7% |
| 3M | +31.4% | +16.9% | +14.5% | +26.7% |
| 6M | +11.9% | +8.7% | +3.2% | +8.7% |
| YTD | -11.5% | +43.0% | -54.5% | -19.9% |
| 1Y | -20.0% | +19.4% | -39.4% | -24.2% |
| 3Y | +143.9% | +74.7% | +69.2% | +109.4% |
| 5Y | -0.2% | +222.4% | -222.7% | -23.9% |
| All | +5.8% | +374.7% | -368.9% | -24.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling