+235.7%
DIA vs LNG
+811.3%
-575.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.4% | +0.2% |
| 7D | +2.1% | +11.3% | -9.2% | -0.2% |
| 30D | +1.5% | +10.6% | -9.2% | -1.1% |
| 3M | -2.4% | +16.1% | -18.5% | -6.0% |
| 6M | +6.0% | +29.6% | -23.6% | -0.8% |
| YTD | +10.1% | +60.3% | -50.3% | -3.0% |
| 1Y | +11.8% | +46.1% | -34.3% | +0.7% |
| 3Y | +59.7% | +85.9% | -26.2% | +33.4% |
| 5Y | +57.9% | +210.8% | -153.0% | +11.1% |
| All | +235.7% | +811.3% | -575.6% | +79.3% |
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 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