+3,617.4%
DLR vs LNG
+2,317.7%
+1,299.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.5% | +6.1% | +1.2% |
| 7D | +3.4% | -6.2% | +9.6% | +4.1% |
| 30D | -2.2% | +8.0% | -10.2% | -3.1% |
| 3M | +4.7% | +16.9% | -12.2% | +2.6% |
| 6M | +9.0% | +8.7% | +0.3% | +7.5% |
| YTD | +24.1% | +43.0% | -18.9% | +18.4% |
| 1Y | +20.9% | +19.4% | +1.5% | +17.8% |
| 3Y | +60.0% | +74.7% | -14.7% | +48.5% |
| 5Y | +35.3% | +222.4% | -187.1% | +15.5% |
| 10Y | +165.8% | +532.2% | -366.5% | +104.1% |
| All | +3,617.4% | +2,317.7% | +1,299.7% | +1,712.6% |
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