-10.0%
DIS vs LNG
+18.8%
-28.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -3.5% | -6.7% | +3.2% | -4.0% |
| 30D | +1.0% | +3.9% | -2.9% | +1.4% |
| 3M | +5.7% | +15.5% | -9.8% | +7.1% |
| 6M | +3.3% | +10.5% | -7.3% | +1.7% |
| YTD | -7.7% | +43.0% | -50.7% | -14.5% |
| 1Y | -10.0% | +18.9% | -28.8% | -12.0% |
| All | -10.0% | +18.8% | -28.8% | -12.0% |
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 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