+967.9%
BAC vs LNG
+1,255.2%
-287.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | +3.2% | +11.3% | -8.1% | +2.6% |
| 30D | -0.7% | +10.6% | -11.4% | -1.4% |
| 3M | -20.0% | +16.1% | -36.1% | -20.8% |
| 6M | +3.4% | +29.6% | -26.1% | +1.6% |
| YTD | -5.7% | +60.3% | -66.1% | -8.7% |
| 1Y | -1.4% | +46.1% | -47.6% | -4.0% |
| 3Y | +97.9% | +85.9% | +12.0% | +89.7% |
| 5Y | +22.9% | +210.8% | -187.9% | +13.8% |
| 10Y | +235.3% | +808.8% | -573.5% | +191.4% |
| All | +967.9% | +1,255.2% | -287.4% | +657.3% |
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