+391.9%
BAC vs LNG
+561.0%
-169.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.4% |
| 7D | -0.3% | -4.5% | +4.2% | +1.3% |
| 30D | -1.8% | +4.7% | -6.4% | -3.5% |
| 3M | +15.3% | +15.1% | +0.1% | +8.9% |
| 6M | +30.2% | +13.6% | +16.6% | +22.4% |
| YTD | +15.6% | +44.0% | -28.4% | -1.0% |
| 1Y | +27.5% | +18.4% | +9.1% | +17.4% |
| 3Y | +137.0% | +75.9% | +61.2% | +84.2% |
| 5Y | +75.6% | +231.7% | -156.1% | -1.6% |
| All | +391.9% | +561.0% | -169.1% | +93.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling