+92.2%
DASH vs LNG
+86.1%
+6.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.6% | -4.8% | -3.3% |
| 7D | -4.1% | +10.9% | -15.0% | -5.0% |
| 30D | -10.6% | +8.1% | -18.7% | -11.6% |
| 3M | -18.8% | +15.7% | -34.5% | -20.3% |
| 6M | +11.2% | +27.2% | -16.0% | +7.4% |
| YTD | -23.8% | +60.7% | -84.5% | -31.8% |
| 1Y | -12.2% | +46.3% | -58.5% | -19.3% |
| All | +92.2% | +86.1% | +6.2% | +82.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling