+3,455.1%
DLR vs LNG
+2,610.5%
+844.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.9% |
| 7D | +3.3% | +11.3% | -8.0% | +2.0% |
| 30D | +4.6% | +10.6% | -6.0% | +3.3% |
| 3M | -8.3% | +16.1% | -24.4% | -10.0% |
| 6M | -5.6% | +29.6% | -35.2% | -8.7% |
| YTD | +18.7% | +60.3% | -41.6% | +11.7% |
| 1Y | +17.1% | +46.1% | -29.0% | +11.3% |
| 3Y | +54.4% | +85.9% | -31.6% | +42.1% |
| 5Y | +36.5% | +210.8% | -174.4% | +17.1% |
| 10Y | +187.7% | +808.8% | -621.1% | +111.9% |
| All | +3,455.1% | +2,610.5% | +844.6% | +1,609.2% |
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