+77.1%
LNG vs DD
+41.5%
+35.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.7% |
| 7D | -4.5% | -2.9% | -1.6% | -4.2% |
| 30D | +4.7% | -11.5% | +16.2% | +5.7% |
| 3M | +15.1% | -5.4% | +20.5% | +15.4% |
| 6M | +13.6% | -6.9% | +20.5% | +13.7% |
| YTD | +44.0% | +6.9% | +37.1% | +40.5% |
| 1Y | +18.4% | +35.6% | -17.3% | +10.2% |
| All | +77.1% | +41.5% | +35.6% | +62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 3y: compounded portfolio wealth divided by compounded DD 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…
3y analysis · Full analysis span regression · 6 months rolling