+99.6%
DE vs LNG
+228.1%
-128.5%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -2.6% | -4.7% | +2.1% | -1.4% |
| 30D | +9.0% | +3.8% | +5.2% | +8.0% |
| 3M | +19.1% | +16.2% | +3.0% | +14.1% |
| 6M | +14.4% | +11.7% | +2.7% | +10.0% |
| YTD | +45.9% | +44.2% | +1.7% | +30.0% |
| 1Y | +43.6% | +18.6% | +25.0% | +35.3% |
| 3Y | +75.9% | +77.4% | -1.5% | +43.1% |
| All | +99.6% | +228.1% | -128.5% | +24.7% |
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