+36.3%
DIS vs LNG
+724.9%
-688.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.0% | -2.9% | -0.7% |
| 7D | +4.4% | -5.5% | +9.9% | +5.8% |
| 30D | +10.3% | +5.7% | +4.6% | +8.2% |
| 3M | +15.5% | +10.7% | +4.8% | +11.8% |
| 6M | +11.2% | +23.1% | -11.9% | +4.0% |
| YTD | +5.6% | +52.4% | -46.8% | -8.3% |
| 1Y | +7.7% | +40.0% | -32.3% | -4.1% |
| 3Y | +39.3% | +76.0% | -36.7% | +14.2% |
| 5Y | -29.5% | +194.7% | -224.2% | -52.0% |
| 10Y | +36.3% | +726.7% | -690.4% | -27.5% |
| All | +36.3% | +724.9% | -688.7% | -27.5% |
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