+176.5%
DLR vs LNG
+562.2%
-385.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.6% | +1.7% |
| 7D | +0.1% | -4.7% | +4.8% | +0.7% |
| 30D | -4.3% | +3.8% | -8.1% | -4.9% |
| 3M | +3.8% | +16.2% | -12.3% | +1.4% |
| 6M | +5.8% | +11.7% | -5.9% | +3.6% |
| YTD | +23.5% | +44.2% | -20.7% | +16.1% |
| 1Y | +11.1% | +18.6% | -7.5% | +7.5% |
| 3Y | +57.9% | +77.4% | -19.5% | +43.6% |
| 5Y | +44.0% | +232.3% | -188.3% | +18.0% |
| All | +176.5% | +562.2% | -385.7% | +98.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling