+19.0%
DLR vs LNG
+23.0%
-4.0%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.3% |
| 7D | +1.6% | +3.4% | -1.9% | +1.7% |
| 30D | -3.4% | +14.9% | -18.2% | -2.9% |
| 3M | +0.5% | +21.4% | -20.9% | +0.8% |
| 6M | +4.6% | +17.8% | -13.3% | +3.5% |
| YTD | +23.4% | +51.3% | -27.9% | +16.1% |
| 1Y | +19.0% | +24.4% | -5.4% | +20.3% |
| All | +19.0% | +23.0% | -4.0% | +20.3% |
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