+800.2%
LNG vs DRI
+331.7%
+468.5%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | +11.3% | +1.1% | +10.3% | +11.0% |
| 30D | +10.6% | +9.7% | +0.9% | +8.0% |
| 3M | +16.1% | +3.2% | +12.9% | +14.9% |
| 6M | +29.6% | +20.6% | +9.0% | +22.7% |
| YTD | +60.3% | +28.3% | +32.1% | +48.4% |
| 1Y | +46.1% | +34.5% | +11.6% | +33.3% |
| 3Y | +85.9% | +66.5% | +19.4% | +57.6% |
| 5Y | +210.8% | +79.6% | +131.2% | +153.3% |
| All | +800.2% | +331.7% | +468.5% | +458.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 10y: compounded portfolio wealth divided by compounded DRI 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…
10y analysis · Full analysis span regression · 6 months rolling