+231.7%
LNG vs DRI
+63.5%
+168.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +0.8% |
| 7D | -4.5% | -4.8% | +0.3% | -3.8% |
| 30D | +4.7% | -5.2% | +9.9% | +5.4% |
| 3M | +15.1% | +2.7% | +12.4% | +14.5% |
| 6M | +13.6% | +3.6% | +9.9% | +12.5% |
| YTD | +44.0% | +15.4% | +28.5% | +39.3% |
| 1Y | +18.4% | +1.3% | +17.1% | +17.5% |
| 3Y | +75.9% | +53.1% | +22.8% | +59.4% |
| 5Y | +231.7% | +64.6% | +167.1% | +190.0% |
| All | +231.7% | +63.5% | +168.2% | +190.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling