+358.9%
LNG vs DT
+100.3%
+258.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | -4.7% | -1.6% | -3.1% | -4.4% |
| 30D | +3.8% | +3.0% | +0.8% | +3.2% |
| 3M | +16.2% | +26.5% | -10.3% | +11.3% |
| 6M | +11.7% | +35.9% | -24.2% | +5.1% |
| YTD | +44.2% | +17.8% | +26.4% | +38.6% |
| 1Y | +18.6% | +4.1% | +14.5% | +16.2% |
| 3Y | +77.4% | +5.3% | +72.1% | +71.0% |
| 5Y | +232.3% | -27.2% | +259.4% | +230.1% |
| All | +358.9% | +100.3% | +258.6% | +231.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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