+247.6%
DIA vs LNG
+562.2%
-314.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | -1.6% | -4.7% | +3.1% | -0.5% |
| 30D | -2.0% | +3.8% | -5.8% | -2.9% |
| 3M | +3.6% | +16.2% | -12.5% | -0.2% |
| 6M | +11.5% | +11.7% | -0.2% | +7.6% |
| YTD | +10.4% | +44.2% | -33.9% | -0.1% |
| 1Y | +15.6% | +18.6% | -3.0% | +9.7% |
| 3Y | +58.9% | +77.4% | -18.5% | +34.2% |
| 5Y | +65.3% | +232.3% | -166.9% | +13.6% |
| All | +247.6% | +562.2% | -314.6% | +94.4% |
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