+83.4%
LNG vs D
+74.4%
+9.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.5% | +4.2% | +3.8% |
| 7D | +4.5% | -2.4% | +6.9% | +5.0% |
| 30D | +8.0% | +9.0% | -0.9% | +6.1% |
| 3M | +15.0% | +1.0% | +14.0% | +14.6% |
| 6M | +27.1% | +11.0% | +16.1% | +24.0% |
| YTD | +58.1% | +19.8% | +38.3% | +51.4% |
| 1Y | +45.0% | +16.0% | +29.0% | +39.7% |
| All | +83.4% | +74.4% | +9.0% | +64.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling