+2,969.2%
LNG vs DRI
+7,577.6%
-4,608.5%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | +3.4% | +0.6% | +2.8% | +3.2% |
| 30D | +14.9% | +3.8% | +11.0% | +13.5% |
| 3M | +21.4% | +13.0% | +8.4% | +16.6% |
| 6M | +17.8% | +8.3% | +9.5% | +14.0% |
| YTD | +51.3% | +20.6% | +30.7% | +41.4% |
| 1Y | +24.4% | +6.5% | +18.0% | +20.2% |
| 3Y | +79.7% | +53.7% | +26.0% | +53.0% |
| 5Y | +241.3% | +72.7% | +168.6% | +175.2% |
| 10Y | +603.1% | +363.2% | +240.0% | +280.9% |
| All | +2,969.2% | +7,577.6% | -4,608.5% | +1,133.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling