+1,516.1%
BA vs LNG
+1,178.8%
+337.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.8% |
| 7D | +1.2% | +3.4% | -2.3% | +1.0% |
| 30D | -11.6% | +14.9% | -26.5% | -12.2% |
| 3M | -2.4% | +21.4% | -23.8% | -3.4% |
| 6M | -6.6% | +17.8% | -24.4% | -7.6% |
| YTD | -2.2% | +51.3% | -53.5% | -4.4% |
| 1Y | -8.0% | +24.4% | -32.5% | -9.2% |
| 3Y | -5.0% | +79.7% | -84.7% | -8.0% |
| 5Y | -2.7% | +241.3% | -244.0% | -8.7% |
| 10Y | +75.9% | +603.1% | -527.3% | +60.1% |
| All | +1,516.1% | +1,178.8% | +337.2% | +1,106.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling