-16.2%
BA vs LNG
+85.6%
-101.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -1.1% | +11.3% | -12.4% | -1.5% |
| 30D | -7.1% | +10.6% | -17.8% | -7.6% |
| 3M | -25.5% | +16.1% | -41.7% | -26.0% |
| 6M | -28.7% | +29.6% | -58.3% | -29.8% |
| YTD | -21.0% | +60.3% | -81.3% | -27.2% |
| 1Y | -11.9% | +46.1% | -58.0% | -17.0% |
| 3Y | -16.2% | +85.9% | -102.1% | -27.6% |
| All | -16.2% | +85.6% | -101.8% | -27.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling