+851.5%
DE vs LNG
+562.2%
+289.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -2.6% | -4.7% | +2.1% | -1.1% |
| 30D | +9.0% | +3.8% | +5.2% | +7.7% |
| 3M | +19.1% | +16.2% | +3.0% | +12.7% |
| 6M | +14.4% | +11.7% | +2.7% | +8.9% |
| YTD | +45.9% | +44.2% | +1.7% | +26.9% |
| 1Y | +43.6% | +18.6% | +25.0% | +33.4% |
| 3Y | +75.9% | +77.4% | -1.5% | +38.2% |
| 5Y | +98.8% | +232.3% | -133.5% | +18.6% |
| All | +851.5% | +562.2% | +289.3% | +347.2% |
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