+1,178.8%
LNG vs DD
+950.1%
+228.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.2% |
| 7D | +3.4% | -3.5% | +6.9% | +5.0% |
| 30D | +14.9% | -10.3% | +25.2% | +20.3% |
| 3M | +21.4% | -7.5% | +28.9% | +24.7% |
| 6M | +17.8% | -8.0% | +25.8% | +19.6% |
| YTD | +51.3% | +10.5% | +40.8% | +40.8% |
| 1Y | +24.4% | +38.3% | -13.8% | +3.6% |
| 3Y | +79.7% | +42.5% | +37.2% | +41.4% |
| 5Y | +241.3% | +60.2% | +181.2% | +146.6% |
| 10Y | +603.1% | +68.9% | +534.3% | +364.7% |
| All | +1,178.8% | +950.1% | +228.7% | +323.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling