+1,119.0%
LNG vs DHI
+8,997.1%
-7,878.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.3% |
| 7D | -4.7% | -3.4% | -1.3% | -3.8% |
| 30D | +3.8% | -5.4% | +9.3% | +5.1% |
| 3M | +16.2% | -10.4% | +26.6% | +18.5% |
| 6M | +11.7% | -2.8% | +14.5% | +10.7% |
| YTD | +44.2% | -3.4% | +47.6% | +42.6% |
| 1Y | +18.6% | -22.9% | +41.5% | +23.7% |
| 3Y | +77.4% | +20.7% | +56.7% | +57.9% |
| 5Y | +232.3% | +62.1% | +170.1% | +163.0% |
| 10Y | +550.1% | +410.4% | +139.7% | +252.1% |
| All | +1,119.0% | +8,997.1% | -7,878.1% | +256.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling