+37.3%
LNG vs DHI
+9.9%
+27.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.4% | -4.7% | -4.2% |
| 7D | -12.3% | +7.6% | -19.9% | -10.8% |
| 30D | +1.6% | +15.3% | -13.7% | +4.5% |
| 3M | +10.0% | +4.4% | +5.6% | +11.2% |
| 6M | +4.2% | +8.3% | -4.1% | +6.1% |
| YTD | +44.8% | +10.4% | +34.4% | +48.3% |
| 1Y | +37.3% | +9.8% | +27.5% | +41.5% |
| All | +37.3% | +9.9% | +27.4% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 1y: compounded portfolio wealth divided by compounded DHI 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…
1y analysis · Full analysis span regression · 6 months rolling