+1,178.8%
LNG vs D
+1,360.1%
-181.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | +3.4% | +1.5% | +2.0% | +2.9% |
| 30D | +14.9% | -2.6% | +17.5% | +15.8% |
| 3M | +21.4% | 0.0% | +21.4% | +21.2% |
| 6M | +17.8% | +7.4% | +10.5% | +14.3% |
| YTD | +51.3% | +15.9% | +35.4% | +42.8% |
| 1Y | +24.4% | +18.1% | +6.3% | +16.4% |
| 3Y | +79.7% | +58.4% | +21.3% | +48.5% |
| 5Y | +241.3% | +5.2% | +236.1% | +222.9% |
| 10Y | +603.1% | +35.9% | +567.3% | +467.5% |
| All | +1,178.8% | +1,360.1% | -181.2% | +769.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling