+41.5%
DLR vs LNG
+229.3%
-187.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.0% |
| 7D | -1.3% | -4.5% | +3.2% | -0.8% |
| 30D | -2.9% | +4.7% | -7.5% | -3.5% |
| 3M | +3.2% | +15.1% | -11.9% | +1.1% |
| 6M | +3.9% | +13.6% | -9.7% | +1.5% |
| YTD | +21.4% | +44.0% | -22.5% | +14.3% |
| 1Y | +9.7% | +18.4% | -8.7% | +6.3% |
| 3Y | +56.5% | +75.9% | -19.3% | +44.8% |
| 5Y | +41.5% | +231.7% | -190.2% | +32.1% |
| All | +41.5% | +229.3% | -187.8% | +32.1% |
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 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