-98.3%
DFNS vs LNG
+23.0%
-121.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +1.5% |
| 7D | -16.0% | +3.4% | -19.4% | -8.5% |
| 30D | -77.7% | +14.9% | -92.6% | -68.8% |
| 3M | -77.2% | +21.4% | -98.6% | -65.2% |
| 6M | -95.2% | +17.8% | -113.0% | -92.6% |
| YTD | -98.0% | +51.3% | -149.3% | -96.8% |
| 1Y | -98.3% | +24.4% | -122.7% | -98.2% |
| All | -98.3% | +23.0% | -121.3% | -98.2% |
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 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