+222.1%
LNG vs DGX
+66.8%
+155.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | 0.0% |
| 7D | -4.7% | -0.9% | -3.8% | -4.6% |
| 30D | +3.8% | -1.2% | +5.0% | +3.9% |
| 3M | +16.2% | +15.8% | +0.4% | +14.2% |
| 6M | +11.7% | +18.2% | -6.5% | +9.5% |
| YTD | +44.2% | +37.2% | +7.0% | +38.9% |
| 1Y | +18.6% | +30.4% | -11.8% | +14.8% |
| 3Y | +77.4% | +96.7% | -19.3% | +64.1% |
| All | +222.1% | +66.8% | +155.3% | +195.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 5y: compounded portfolio wealth divided by compounded DGX 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…
5y analysis · Full analysis span regression · 6 months rolling