-42.2%
DIS vs LNG
+222.3%
-264.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -3.5% | -6.7% | +3.2% | -2.2% |
| 30D | +1.0% | +3.9% | -2.9% | +0.1% |
| 3M | +5.7% | +15.5% | -9.8% | +2.2% |
| 6M | +3.3% | +10.5% | -7.3% | -0.1% |
| YTD | -7.7% | +43.0% | -50.7% | -16.5% |
| 1Y | -10.0% | +18.9% | -28.8% | -14.7% |
| 3Y | +31.7% | +74.7% | -42.9% | +12.2% |
| 5Y | -42.2% | +231.2% | -273.4% | -57.2% |
| All | -42.2% | +222.3% | -264.5% | -57.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling