+222.4%
LNG vs D
+8.5%
+213.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.6% | -6.0% | -5.6% |
| 7D | -6.2% | +0.8% | -6.9% | -6.3% |
| 30D | +8.0% | -0.7% | +8.7% | +8.1% |
| 3M | +16.9% | +2.1% | +14.8% | +16.3% |
| 6M | +8.7% | +6.8% | +1.8% | +6.9% |
| YTD | +43.0% | +16.5% | +26.5% | +38.1% |
| 1Y | +19.4% | +19.2% | +0.3% | +14.6% |
| 3Y | +74.7% | +61.9% | +12.8% | +57.5% |
| 5Y | +222.4% | +6.5% | +215.9% | +227.4% |
| All | +222.4% | +8.5% | +213.9% | +227.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling