+3,391.2%
LNG vs DGX
+8,778.1%
-5,387.0%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.2% |
| 7D | -4.7% | -0.9% | -3.8% | -4.5% |
| 30D | +3.8% | -1.2% | +5.0% | +4.0% |
| 3M | +16.2% | +15.8% | +0.4% | +12.5% |
| 6M | +11.7% | +18.2% | -6.5% | +7.6% |
| YTD | +44.2% | +37.2% | +7.0% | +34.4% |
| 1Y | +18.6% | +30.4% | -11.8% | +11.5% |
| 3Y | +77.4% | +96.7% | -19.3% | +51.7% |
| 5Y | +232.3% | +67.2% | +165.1% | +190.9% |
| 10Y | +550.1% | +253.9% | +296.2% | +374.3% |
| All | +3,391.2% | +8,778.1% | -5,387.0% | +2,283.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling