+1,220.3%
BA vs LNG
+1,117.3%
+103.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.5% |
| 7D | +1.1% | -15.9% | +16.9% | +1.9% |
| 30D | -7.9% | +2.1% | -10.0% | -8.1% |
| 3M | -25.3% | +4.8% | -30.1% | -25.5% |
| 6M | -24.6% | +6.8% | -31.4% | -25.0% |
| YTD | -20.1% | +44.0% | -64.1% | -21.8% |
| 1Y | -11.8% | +34.9% | -46.7% | -13.3% |
| 3Y | -10.1% | +67.3% | -77.4% | -12.7% |
| 5Y | -22.7% | +170.1% | -192.9% | -26.8% |
| 10Y | +35.1% | +693.0% | -658.0% | +22.4% |
| All | +1,220.3% | +1,117.3% | +103.0% | +887.6% |
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 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