+101.8%
DASH vs LNG
+64.7%
+37.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.4% | -0.1% |
| 7D | +0.4% | -15.9% | +16.2% | +1.8% |
| 30D | -6.0% | +2.1% | -8.2% | -6.7% |
| 3M | -15.8% | +4.8% | -20.6% | -16.6% |
| 6M | +7.0% | +6.8% | +0.2% | +5.5% |
| YTD | -20.7% | +44.0% | -64.7% | -28.2% |
| 1Y | -8.5% | +34.9% | -43.5% | -15.8% |
| 3Y | +101.8% | +67.3% | +34.5% | +93.3% |
| All | +101.8% | +64.7% | +37.1% | +93.3% |
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 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