+548.8%
LNG vs D
+38.3%
+510.6%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -4.5% | -1.6% | -2.9% | -4.1% |
| 30D | +4.7% | -3.5% | +8.2% | +5.5% |
| 3M | +15.1% | -1.6% | +16.7% | +15.5% |
| 6M | +13.6% | +5.8% | +7.8% | +11.8% |
| YTD | +44.0% | +14.5% | +29.5% | +39.2% |
| 1Y | +18.4% | +14.2% | +4.2% | +14.4% |
| 3Y | +75.9% | +59.0% | +16.9% | +56.8% |
| 5Y | +231.7% | +5.4% | +226.3% | +222.5% |
| All | +548.8% | +38.3% | +510.6% | +490.8% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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