-35.5%
DOW vs LNG
+229.3%
-264.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.6% |
| 7D | -2.4% | -4.5% | +2.1% | -1.1% |
| 30D | -4.1% | +4.7% | -8.8% | -5.5% |
| 3M | -12.4% | +15.1% | -27.6% | -16.0% |
| 6M | -10.6% | +13.6% | -24.2% | -13.8% |
| YTD | +31.1% | +44.0% | -12.9% | +18.9% |
| 1Y | +30.5% | +18.4% | +12.2% | +24.3% |
| 3Y | -34.4% | +75.9% | -110.3% | -44.7% |
| 5Y | -35.5% | +231.7% | -267.2% | -56.7% |
| All | -35.5% | +229.3% | -264.8% | -56.7% |
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