-18.6%
DRAM vs LNG
+26.9%
-45.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +3.8% | +6.6% | +11.5% |
| 7D | -0.6% | +4.5% | -5.1% | +0.3% |
| 30D | -18.0% | +8.0% | -26.1% | -13.4% |
| 3M | -11.9% | +15.0% | -26.9% | -0.3% |
| 6M | -18.6% | +27.1% | -45.6% | +13.2% |
| All | -18.6% | +26.9% | -45.5% | +13.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling