+4,404.4%
DELL vs LNG
+562.2%
+3,842.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.2% | +11.8% | +11.9% |
| 7D | +8.2% | -4.7% | +12.9% | +9.6% |
| 30D | +17.1% | +3.8% | +13.3% | +15.6% |
| 3M | +45.2% | +16.2% | +29.0% | +38.2% |
| 6M | +286.8% | +11.7% | +275.1% | +269.0% |
| YTD | +354.8% | +44.2% | +310.6% | +300.6% |
| 1Y | +358.3% | +18.6% | +339.7% | +328.4% |
| 3Y | +724.9% | +77.4% | +647.5% | +574.6% |
| 5Y | +1,193.7% | +232.3% | +961.4% | +740.2% |
| All | +4,404.4% | +562.2% | +3,842.2% | +2,154.8% |
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 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