+143.3%
DELL vs LNG
+42.0%
+101.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -6.2% | -2.7% | -9.2% |
| 7D | -24.6% | -1.9% | -22.7% | -24.2% |
| 30D | -32.5% | +6.2% | -38.7% | -31.3% |
| 3M | -20.2% | +13.7% | -33.9% | -18.3% |
| 6M | +76.5% | +7.5% | +69.0% | +89.6% |
| YTD | +198.9% | +51.3% | +147.6% | +189.3% |
| 1Y | +143.3% | +42.6% | +100.7% | +126.8% |
| All | +143.3% | +42.0% | +101.3% | +126.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling