+77.4%
LNG vs DHI
+21.1%
+56.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | +0.2% |
| 7D | -4.7% | -3.4% | -1.3% | -4.8% |
| 30D | +3.8% | -5.4% | +9.3% | +3.6% |
| 3M | +16.2% | -10.4% | +26.6% | +15.8% |
| 6M | +11.7% | -2.8% | +14.5% | +11.4% |
| YTD | +44.2% | -3.4% | +47.6% | +43.8% |
| 1Y | +18.6% | -22.9% | +41.5% | +18.7% |
| 3Y | +77.4% | +20.7% | +56.7% | +73.2% |
| All | +77.4% | +21.1% | +56.3% | +73.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling