+28.1%
BA vs LNG
+711.1%
-682.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.7% | -3.3% | -1.6% |
| 7D | -1.7% | -8.4% | +6.6% | +1.3% |
| 30D | -9.5% | +2.7% | -12.1% | -10.8% |
| 3M | -26.5% | +11.7% | -38.2% | -30.1% |
| 6M | -27.4% | +19.5% | -46.9% | -33.4% |
| YTD | -20.6% | +48.0% | -68.6% | -34.8% |
| 1Y | -11.4% | +38.4% | -49.8% | -25.2% |
| 3Y | -10.8% | +71.9% | -82.7% | -33.8% |
| 5Y | -21.9% | +179.9% | -201.8% | -56.7% |
| 10Y | +28.1% | +700.5% | -672.3% | -53.6% |
| All | +28.1% | +711.1% | -682.9% | -53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 LNG 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