-28.0%
DHR vs LNG
+228.1%
-256.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -3.6% | -4.7% | +1.1% | -3.2% |
| 30D | -2.7% | +3.8% | -6.6% | -3.1% |
| 3M | +10.9% | +16.2% | -5.2% | +9.1% |
| 6M | +3.0% | +11.7% | -8.7% | +1.4% |
| YTD | -12.2% | +44.2% | -56.4% | -16.5% |
| 1Y | +3.3% | +18.6% | -15.3% | +0.8% |
| 3Y | -8.2% | +77.4% | -85.6% | -16.0% |
| All | -28.0% | +228.1% | -256.2% | -33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling