+11.7%
DASH vs LNG
+402.2%
-390.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.4% | -5.0% | -4.7% |
| 7D | -10.6% | +3.4% | -14.0% | -11.2% |
| 30D | +2.2% | +14.9% | -12.7% | -0.6% |
| 3M | +32.3% | +21.4% | +10.9% | +26.6% |
| 6M | +19.1% | +17.8% | +1.3% | +13.7% |
| YTD | -6.5% | +51.3% | -57.8% | -16.3% |
| 1Y | -14.9% | +24.4% | -39.3% | -20.0% |
| 3Y | +151.9% | +79.7% | +72.3% | +115.3% |
| 5Y | +9.4% | +241.3% | -231.9% | -17.4% |
| All | +11.7% | +402.2% | -390.4% | -21.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling