-99.9%
DFNS vs LNG
+73.1%
-172.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.6% | -4.7% |
| 7D | +4.6% | -6.7% | +11.4% | -1.7% |
| 30D | -73.9% | +3.9% | -77.7% | -72.5% |
| 3M | -71.7% | +15.5% | -87.2% | -67.7% |
| 6M | -94.6% | +10.5% | -105.1% | -93.8% |
| YTD | -98.1% | +43.0% | -141.0% | -97.7% |
| 1Y | -98.3% | +18.9% | -117.2% | -98.1% |
| All | -99.9% | +73.1% | -172.9% | -99.8% |
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 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