+10.7%
DHR vs LNG
+42.0%
-31.3%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -6.2% | +8.2% | +1.5% |
| 7D | +0.4% | -1.9% | +2.3% | +0.3% |
| 30D | +6.2% | +6.2% | 0.0% | +7.1% |
| 3M | +20.8% | +13.7% | +7.1% | +22.9% |
| 6M | +35.5% | +7.5% | +28.0% | +36.4% |
| YTD | +3.2% | +51.3% | -48.1% | +8.7% |
| 1Y | +10.7% | +42.6% | -32.0% | +15.3% |
| All | +10.7% | +42.0% | -31.3% | +15.3% |
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