+4,782.6%
DELL vs LNG
+551.7%
+4,230.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +8.7% | -6.7% | +15.5% | +10.8% |
| 30D | +16.9% | +3.9% | +13.0% | +15.4% |
| 3M | +40.4% | +15.5% | +24.9% | +33.9% |
| 6M | +267.1% | +10.5% | +256.6% | +251.2% |
| YTD | +329.1% | +43.0% | +286.1% | +278.7% |
| 1Y | +346.9% | +18.9% | +328.1% | +317.3% |
| 3Y | +696.6% | +74.7% | +622.0% | +553.8% |
| 5Y | +1,106.2% | +231.2% | +875.0% | +681.6% |
| 10Y | +4,177.7% | +544.5% | +3,633.2% | +2,107.6% |
| All | +4,782.6% | +551.7% | +4,230.8% | +2,413.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling