+77.4%
LNG vs DT
+7.2%
+70.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.2% |
| 7D | -4.7% | -1.6% | -3.1% | -4.5% |
| 30D | +3.8% | +3.0% | +0.8% | +3.4% |
| 3M | +16.2% | +26.5% | -10.3% | +12.9% |
| 6M | +11.7% | +35.9% | -24.2% | +7.2% |
| YTD | +44.2% | +17.8% | +26.4% | +40.8% |
| 1Y | +18.6% | +4.1% | +14.5% | +17.9% |
| 3Y | +77.4% | +5.3% | +72.1% | +74.6% |
| All | +77.4% | +7.2% | +70.2% | +74.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling