-29.3%
DASH vs LNG
+211.7%
-241.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -4.5% | +11.3% | -15.9% | -6.7% |
| 30D | -6.8% | +10.6% | -17.4% | -9.2% |
| 3M | -20.7% | +16.1% | -36.8% | -23.6% |
| 6M | +15.1% | +29.6% | -14.5% | +7.3% |
| YTD | -24.3% | +60.3% | -84.6% | -34.6% |
| 1Y | -12.1% | +46.1% | -58.3% | -22.0% |
| 3Y | +91.1% | +85.9% | +5.1% | +56.6% |
| All | -29.3% | +211.7% | -241.0% | -56.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling