-100.0%
DFNS vs LNG
+85.6%
-185.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.2% | -5.3% | -5.7% |
| 7D | -6.0% | +11.3% | -17.3% | +2.5% |
| 30D | -71.2% | +10.6% | -81.8% | -68.4% |
| 3M | -94.5% | +16.1% | -110.7% | -93.6% |
| 6M | -96.5% | +29.6% | -126.1% | -95.6% |
| YTD | -99.6% | +60.3% | -160.0% | -99.5% |
| 1Y | -99.7% | +46.1% | -145.8% | -99.6% |
| 3Y | -100.0% | +85.9% | -185.9% | -100.0% |
| All | -100.0% | +85.6% | -185.6% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling