+221.5%
LNG vs DBX
+10.1%
+211.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.5% |
| 7D | -4.5% | -1.8% | -2.7% | -4.2% |
| 30D | +4.7% | +2.8% | +1.8% | +4.2% |
| 3M | +15.1% | +26.8% | -11.6% | +10.9% |
| 6M | +13.6% | +32.8% | -19.2% | +8.1% |
| YTD | +44.0% | +26.1% | +17.9% | +38.2% |
| 1Y | +18.4% | +14.1% | +4.2% | +15.4% |
| 3Y | +75.9% | +25.7% | +50.1% | +64.6% |
| All | +221.5% | +10.1% | +211.4% | +187.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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