+136.4%
BAC vs LNG
+76.4%
+60.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.5% | +5.0% | +0.7% |
| 7D | +1.2% | -6.2% | +7.3% | +2.5% |
| 30D | -0.7% | +8.0% | -8.7% | -2.6% |
| 3M | +16.9% | +16.9% | 0.0% | +12.1% |
| 6M | +29.6% | +8.7% | +20.9% | +25.2% |
| YTD | +15.3% | +43.0% | -27.8% | +1.4% |
| 1Y | +28.8% | +19.4% | +9.4% | +20.7% |
| 3Y | +136.4% | +74.7% | +61.7% | +90.0% |
| All | +136.4% | +76.4% | +60.0% | +90.0% |
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