+72.3%
BA vs LNG
+545.4%
-473.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.5% | +4.8% | +1.3% |
| 7D | +2.5% | -6.2% | +8.6% | +4.8% |
| 30D | -10.1% | +8.0% | -18.1% | -12.9% |
| 3M | -2.4% | +16.9% | -19.3% | -9.0% |
| 6M | -8.8% | +8.7% | -17.5% | -14.0% |
| YTD | -2.9% | +43.0% | -46.0% | -18.7% |
| 1Y | -8.8% | +19.4% | -28.2% | -17.6% |
| 3Y | -0.3% | +74.7% | -75.0% | -26.3% |
| 5Y | -0.3% | +222.4% | -222.7% | -48.4% |
| 10Y | +72.3% | +532.2% | -459.9% | -34.4% |
| All | +72.3% | +545.4% | -473.1% | -34.4% |
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