-10.4%
DOW vs LNG
+323.3%
-333.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.5% | +5.9% | +2.7% |
| 7D | -2.9% | -6.2% | +3.2% | -0.4% |
| 30D | +2.0% | +8.0% | -6.0% | -1.4% |
| 3M | -12.5% | +16.9% | -29.4% | -18.2% |
| 6M | -9.2% | +8.7% | -17.9% | -12.5% |
| YTD | +30.8% | +43.0% | -12.2% | +12.5% |
| 1Y | +29.4% | +19.4% | +10.0% | +19.5% |
| 3Y | -34.6% | +74.7% | -109.3% | -50.4% |
| 5Y | -35.9% | +222.4% | -258.4% | -67.0% |
| All | -10.4% | +323.3% | -333.7% | -61.1% |
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 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