+75.9%
DE vs LNG
+74.6%
+1.3%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -2.6% | -4.7% | +2.1% | -1.7% |
| 30D | +9.0% | +3.8% | +5.2% | +8.4% |
| 3M | +19.1% | +16.2% | +3.0% | +15.6% |
| 6M | +14.4% | +11.7% | +2.7% | +11.1% |
| YTD | +45.9% | +44.2% | +1.7% | +33.3% |
| 1Y | +43.6% | +18.6% | +25.0% | +37.3% |
| 3Y | +75.9% | +77.4% | -1.5% | +45.2% |
| All | +75.9% | +74.6% | +1.3% | +45.2% |
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 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