+457.6%
LNG vs DBX
+19.3%
+438.4%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | -0.4% |
| 7D | -6.7% | +0.3% | -7.0% | -6.8% |
| 30D | +3.9% | 0.0% | +3.9% | +3.7% |
| 3M | +15.5% | +26.1% | -10.6% | +10.5% |
| 6M | +10.5% | +29.4% | -18.8% | +4.6% |
| YTD | +43.0% | +24.4% | +18.5% | +36.2% |
| 1Y | +18.9% | +10.9% | +8.0% | +15.4% |
| 3Y | +74.7% | +24.1% | +50.6% | +62.7% |
| 5Y | +231.2% | +7.8% | +223.5% | +210.4% |
| All | +457.6% | +19.3% | +438.4% | +360.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling