+24.4%
LNG vs DHI
-16.9%
+41.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.2% |
| 7D | +3.4% | -3.1% | +6.6% | +2.9% |
| 30D | +14.9% | -5.5% | +20.3% | +14.1% |
| 3M | +21.4% | -2.2% | +23.6% | +20.9% |
| 6M | +17.8% | -6.0% | +23.8% | +18.0% |
| YTD | +51.3% | 0.0% | +51.3% | +51.1% |
| 1Y | +24.4% | -18.2% | +42.7% | +24.9% |
| All | +24.4% | -16.9% | +41.3% | +24.9% |
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