-10.0%
BA vs LNG
+19.6%
-29.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.6% |
| 7D | -2.7% | -4.5% | +1.8% | -3.9% |
| 30D | -12.2% | +4.7% | -16.9% | -10.8% |
| 3M | -2.0% | +15.1% | -17.2% | +2.6% |
| 6M | -6.0% | +13.6% | -19.5% | -5.1% |
| YTD | -5.7% | +44.0% | -49.6% | -9.6% |
| 1Y | -10.0% | +18.4% | -28.4% | -0.3% |
| All | -10.0% | +19.6% | -29.6% | -0.3% |
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