+1,555.9%
DUK vs LNG
+1,116.8%
+439.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -0.9% |
| 7D | -1.7% | -4.5% | +2.8% | -1.6% |
| 30D | -2.2% | +4.7% | -6.9% | -2.3% |
| 3M | -3.7% | +15.1% | -18.8% | -4.0% |
| 6M | -6.3% | +13.6% | -19.9% | -6.6% |
| YTD | +4.5% | +44.0% | -39.4% | +3.7% |
| 1Y | +1.8% | +18.4% | -16.5% | +1.4% |
| 3Y | +46.8% | +75.9% | -29.0% | +45.0% |
| 5Y | +40.2% | +231.7% | -191.4% | +36.7% |
| 10Y | +129.8% | +549.0% | -419.2% | +120.4% |
| All | +1,555.9% | +1,116.8% | +439.1% | +1,393.7% |
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