+22.3%
DIS vs LNG
+543.8%
-521.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -3.5% | -6.7% | +3.2% | -1.8% |
| 30D | +1.0% | +3.9% | -2.9% | -0.1% |
| 3M | +5.7% | +15.5% | -9.8% | +1.1% |
| 6M | +3.3% | +10.5% | -7.3% | -0.9% |
| YTD | -7.7% | +43.0% | -50.7% | -18.0% |
| 1Y | -10.0% | +18.9% | -28.8% | -15.6% |
| 3Y | +31.7% | +74.7% | -42.9% | +8.5% |
| 5Y | -42.2% | +231.2% | -273.4% | -62.0% |
| 10Y | +22.3% | +544.5% | -522.2% | -34.9% |
| All | +22.3% | +543.8% | -521.4% | -34.9% |
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