-11.5%
BA vs LNG
+38.6%
-50.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.7% | -3.3% | +0.1% |
| 7D | -1.7% | -8.4% | +6.6% | -3.9% |
| 30D | -9.5% | +2.7% | -12.1% | -8.4% |
| 3M | -26.5% | +11.7% | -38.2% | -23.0% |
| 6M | -27.4% | +19.5% | -46.9% | -21.6% |
| YTD | -20.6% | +48.0% | -68.6% | -16.5% |
| All | -11.5% | +38.6% | -50.1% | -6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling