+8.3%
DIS vs LNG
+42.0%
-33.7%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -6.2% | +10.3% | +3.5% |
| 7D | +9.1% | -1.9% | +11.0% | +8.7% |
| 30D | +14.8% | +6.2% | +8.6% | +15.3% |
| 3M | +21.2% | +13.7% | +7.4% | +22.8% |
| 6M | +18.3% | +7.5% | +10.8% | +19.0% |
| YTD | +5.4% | +51.3% | -45.9% | +0.1% |
| 1Y | +8.3% | +42.6% | -34.4% | +3.4% |
| All | +8.3% | +42.0% | -33.7% | +3.4% |
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 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