Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • LNG vs DLTR✓SelectedUSD · DLTRLNG vs DLTR performance historyLatest closeAs of-0.03%09/09
Stock and ETF performance explorer

LNG vs DLTR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+3,122.5%
DLTR return
+10,476.7%
Excess return
-7,354.2%
Maximum drawdown
-97.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioDLTRExcessAlpha
1D0.0%-4.6%+4.5%+0.6%
7D-6.7%-10.2%+3.5%-5.2%
30D+3.9%-8.5%+12.3%+5.2%
3M+15.5%+5.6%+9.9%+14.2%
6M+10.5%+2.2%+8.3%+9.0%
YTD+43.0%-3.8%+46.7%+42.0%
1Y+18.9%+22.9%-4.1%+13.2%
3Y+74.7%+2.0%+72.6%+66.7%
5Y+231.2%+29.8%+201.4%+196.4%
10Y+544.5%+45.0%+499.5%+448.2%
All+3,122.5%+10,476.7%-7,354.2%+1,311.9%

Cumulative growth

Daily Returns

Daily percentage return beside DLTR.

Daily Out/Under-Performance

Portfolio return minus DLTR return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × DLTR 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 DLTR 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