+50.5%
DRAM vs LNG
+0.8%
+49.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.7% | +3.6% | +7.5% |
| 7D | -9.8% | -8.4% | -1.4% | -14.5% |
| 30D | -26.9% | +2.7% | -29.6% | -24.1% |
| 3M | -17.4% | +11.7% | -29.2% | -7.3% |
| 6M | -20.9% | +19.5% | -40.3% | -2.4% |
| All | +50.5% | +0.8% | +49.8% | +78.6% |
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