+354.9%
LNG vs DT
+98.4%
+256.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | -6.7% | -0.5% | -6.2% | -6.7% |
| 30D | +3.9% | +0.1% | +3.8% | +3.8% |
| 3M | +15.5% | +24.1% | -8.6% | +11.0% |
| 6M | +10.5% | +30.1% | -19.6% | +4.7% |
| YTD | +43.0% | +16.8% | +26.2% | +37.6% |
| 1Y | +18.9% | -0.1% | +19.0% | +17.3% |
| 3Y | +74.7% | +6.8% | +67.8% | +67.9% |
| 5Y | +231.2% | -28.4% | +259.6% | +230.0% |
| All | +354.9% | +98.4% | +256.5% | +229.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling