+18.6%
DIA vs LNG
+23.0%
-4.4%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.5% |
| 7D | -0.2% | +3.4% | -3.6% | +0.2% |
| 30D | -1.5% | +14.9% | -16.4% | 0.0% |
| 3M | +3.8% | +21.4% | -17.6% | +5.9% |
| 6M | +10.3% | +17.8% | -7.5% | +11.1% |
| YTD | +12.1% | +51.3% | -39.2% | +11.8% |
| 1Y | +18.6% | +24.4% | -5.8% | +20.1% |
| All | +18.6% | +23.0% | -4.4% | +20.1% |
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