+550.0%
LNG vs DG
+101.8%
+448.2%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.1% |
| 7D | -4.7% | -6.5% | +1.8% | -4.3% |
| 30D | +3.8% | +4.2% | -0.3% | +3.6% |
| 3M | +16.2% | +9.5% | +6.6% | +15.4% |
| 6M | +11.7% | -13.1% | +24.8% | +12.6% |
| YTD | +44.2% | -4.8% | +49.0% | +44.2% |
| 1Y | +18.6% | +20.6% | -2.0% | +16.1% |
| 3Y | +77.4% | +4.9% | +72.5% | +73.5% |
| 5Y | +232.3% | -37.9% | +270.1% | +245.3% |
| All | +550.0% | +101.8% | +448.2% | +476.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 10y: compounded portfolio wealth divided by compounded DG 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…
10y analysis · Full analysis span regression · 6 months rolling