+2,172.9%
LNG vs DVA
+5,166.5%
-2,993.5%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.7% | -0.3% |
| 7D | -6.7% | +2.0% | -8.8% | -7.0% |
| 30D | +3.9% | -0.4% | +4.2% | +3.9% |
| 3M | +15.5% | -7.7% | +23.2% | +16.6% |
| 6M | +10.5% | +20.0% | -9.4% | +5.7% |
| YTD | +43.0% | +61.1% | -18.1% | +29.0% |
| 1Y | +18.9% | +33.9% | -15.0% | +10.7% |
| 3Y | +74.7% | +91.5% | -16.9% | +49.2% |
| 5Y | +231.2% | +41.8% | +189.5% | +190.5% |
| 10Y | +544.5% | +187.5% | +357.0% | +375.2% |
| All | +2,172.9% | +5,166.5% | -2,993.5% | +1,069.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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