-99.9%
DFNS vs LNG
+508.1%
-608.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.7% |
| 7D | -16.0% | +3.4% | -19.4% | -14.9% |
| 30D | -77.7% | +14.9% | -92.6% | -76.5% |
| 3M | -77.2% | +21.4% | -98.6% | -75.5% |
| 6M | -95.2% | +17.8% | -113.0% | -94.8% |
| YTD | -98.0% | +51.3% | -149.3% | -97.8% |
| 1Y | -98.3% | +24.4% | -122.7% | -98.1% |
| 3Y | -99.9% | +79.7% | -179.6% | -99.9% |
| 5Y | -99.9% | +241.3% | -341.2% | -99.8% |
| All | -99.9% | +508.1% | -608.0% | -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 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