+15,667.5%
LNG vs DG
+577.8%
+15,089.7%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.0% | -1.5% | -4.9% |
| 7D | -6.2% | -2.5% | -3.7% | -5.8% |
| 30D | +8.0% | +1.0% | +7.0% | +7.8% |
| 3M | +16.9% | +20.3% | -3.4% | +13.4% |
| 6M | +8.7% | -11.7% | +20.4% | +10.2% |
| YTD | +43.0% | -2.3% | +45.3% | +42.3% |
| 1Y | +19.4% | +20.0% | -0.6% | +14.3% |
| 3Y | +74.7% | +7.2% | +67.5% | +64.8% |
| 5Y | +222.4% | -37.9% | +260.4% | +236.9% |
| 10Y | +532.2% | +107.3% | +424.9% | +346.0% |
| All | +15,667.5% | +577.8% | +15,089.7% | +5,475.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling