+120.1%
DRAM vs LNG
-2.6%
+122.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.5% | +7.8% | -1.8% |
| 7D | +11.0% | -6.2% | +17.1% | +5.8% |
| 30D | +20.8% | +8.0% | +12.8% | +29.6% |
| 3M | +1.0% | +16.9% | -16.0% | +20.9% |
| All | +120.1% | -2.6% | +122.7% | +149.8% |
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 · Available span rolling