+22.6%
BAC vs LNG
+211.7%
-189.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | +3.2% | +11.3% | -8.1% | +0.9% |
| 30D | -0.7% | +10.6% | -11.4% | -3.2% |
| 3M | -20.0% | +16.1% | -36.1% | -22.9% |
| 6M | +3.4% | +29.6% | -26.1% | -3.2% |
| YTD | -5.7% | +60.3% | -66.1% | -17.5% |
| 1Y | -1.4% | +46.1% | -47.6% | -11.6% |
| 3Y | +97.9% | +85.9% | +12.0% | +66.0% |
| All | +22.6% | +211.7% | -189.1% | -12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling