+31.9%
DIS vs LNG
+811.3%
-779.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.9% | +0.7% |
| 7D | +1.9% | +11.3% | -9.4% | -1.0% |
| 30D | +9.2% | +10.6% | -1.5% | +5.8% |
| 3M | +13.5% | +16.1% | -2.6% | +8.4% |
| 6M | +14.3% | +29.6% | -15.3% | +5.4% |
| YTD | +5.4% | +60.3% | -55.0% | -9.8% |
| 1Y | +12.2% | +46.1% | -34.0% | -1.3% |
| 3Y | +37.2% | +85.9% | -48.8% | +10.7% |
| 5Y | -23.1% | +210.8% | -234.0% | -48.6% |
| All | +31.9% | +811.3% | -779.5% | -32.5% |
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