+1,099.5%
DIS vs LNG
+1,236.6%
-137.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.8% | -3.4% | +0.2% |
| 7D | +0.6% | +4.5% | -3.9% | +0.4% |
| 30D | +10.3% | +8.0% | +2.2% | +9.9% |
| 3M | +15.6% | +15.0% | +0.6% | +14.8% |
| 6M | +15.1% | +27.1% | -11.9% | +13.8% |
| YTD | +6.0% | +58.1% | -52.2% | +3.7% |
| 1Y | +5.7% | +45.0% | -39.3% | +3.8% |
| 3Y | +39.8% | +82.6% | -42.8% | +35.8% |
| 5Y | -23.9% | +206.8% | -230.7% | -27.7% |
| 10Y | +32.9% | +796.3% | -763.4% | +20.7% |
| All | +1,099.5% | +1,236.6% | -137.2% | +812.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling