+15.6%
DIA vs LNG
+19.2%
-3.6%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | -1.6% | -4.7% | +3.1% | -2.0% |
| 30D | -2.0% | +3.8% | -5.8% | -1.6% |
| 3M | +3.6% | +16.2% | -12.5% | +5.3% |
| 6M | +11.5% | +11.7% | -0.2% | +11.8% |
| YTD | +10.4% | +44.2% | -33.9% | +9.5% |
| 1Y | +15.6% | +18.6% | -3.0% | +16.7% |
| All | +15.6% | +19.2% | -3.6% | +16.7% |
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 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