+46.4%
DRAM vs LNG
+3.8%
+42.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.0% | -5.7% | -1.5% |
| 7D | -14.7% | -5.5% | -9.2% | -18.0% |
| 30D | -28.9% | +5.7% | -34.7% | -25.2% |
| 3M | -18.1% | +10.7% | -28.8% | -9.8% |
| 6M | -23.0% | +23.1% | -46.1% | -3.9% |
| All | +46.4% | +3.8% | +42.6% | +75.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling