+229.4%
LNG vs DAR
-5.1%
+234.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | -6.7% | -0.2% | -6.6% | -6.7% |
| 30D | +3.9% | +7.4% | -3.6% | +2.2% |
| 3M | +15.5% | +15.7% | -0.2% | +11.9% |
| 6M | +10.5% | +30.0% | -19.5% | +4.6% |
| YTD | +43.0% | +87.5% | -44.6% | +25.9% |
| 1Y | +18.9% | +113.4% | -94.5% | +1.4% |
| 3Y | +74.7% | +15.3% | +59.3% | +68.5% |
| All | +229.4% | -5.1% | +234.5% | +222.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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