+203.8%
DHR vs LNG
+562.2%
-358.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -3.6% | -4.7% | +1.1% | -3.0% |
| 30D | -2.7% | +3.8% | -6.6% | -3.3% |
| 3M | +10.9% | +16.2% | -5.2% | +8.2% |
| 6M | +3.0% | +11.7% | -8.7% | +0.7% |
| YTD | -12.2% | +44.2% | -56.4% | -17.8% |
| 1Y | +3.3% | +18.6% | -15.3% | -0.2% |
| 3Y | -8.2% | +77.4% | -85.6% | -18.1% |
| 5Y | -29.9% | +232.3% | -262.2% | -45.0% |
| All | +203.8% | +562.2% | -358.4% | +108.7% |
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