-99.9%
DFNS vs LNG
+479.7%
-579.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.5% |
| 7D | -6.3% | -4.7% | -1.7% | -7.9% |
| 30D | -74.0% | +3.8% | -77.8% | -73.4% |
| 3M | -70.1% | +16.2% | -86.3% | -68.5% |
| 6M | -93.9% | +11.7% | -105.6% | -93.6% |
| YTD | -98.1% | +44.2% | -142.3% | -98.0% |
| 1Y | -98.3% | +18.6% | -116.9% | -98.2% |
| 3Y | -99.9% | +77.4% | -177.3% | -99.9% |
| 5Y | -99.9% | +232.3% | -332.1% | -99.9% |
| All | -99.9% | +479.7% | -579.5% | -99.9% |
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