+1,129.1%
DIA vs LNG
+6,543.2%
-5,414.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | -0.2% | +3.4% | -3.6% | -0.4% |
| 30D | -1.5% | +14.9% | -16.4% | -2.3% |
| 3M | +3.8% | +21.4% | -17.6% | +2.6% |
| 6M | +10.3% | +17.8% | -7.5% | +9.0% |
| YTD | +12.1% | +51.3% | -39.2% | +9.3% |
| 1Y | +18.6% | +24.4% | -5.8% | +16.9% |
| 3Y | +60.6% | +79.7% | -19.0% | +54.7% |
| 5Y | +64.4% | +241.3% | -176.9% | +52.2% |
| 10Y | +250.1% | +603.1% | -353.0% | +209.9% |
| All | +1,129.1% | +6,543.2% | -5,414.2% | +721.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling