+32.8%
DIS vs LNG
+76.4%
-43.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.5% | +5.2% | +0.6% |
| 7D | -1.1% | -6.2% | +5.1% | -0.2% |
| 30D | +0.1% | +8.0% | -7.9% | -1.0% |
| 3M | +7.1% | +16.9% | -9.8% | +4.1% |
| 6M | +4.3% | +8.7% | -4.4% | +1.6% |
| YTD | -6.9% | +43.0% | -50.0% | -15.9% |
| 1Y | -10.3% | +19.4% | -29.7% | -14.9% |
| 3Y | +32.8% | +74.7% | -41.9% | +14.6% |
| All | +32.8% | +76.4% | -43.6% | +14.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling