+1,211.9%
BAC vs LNG
+1,178.8%
+33.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.1% |
| 7D | +1.1% | +3.4% | -2.3% | +0.9% |
| 30D | -0.4% | +14.9% | -15.3% | -1.3% |
| 3M | +16.9% | +21.4% | -4.5% | +15.4% |
| 6M | +26.6% | +17.8% | +8.8% | +25.1% |
| YTD | +15.8% | +51.3% | -35.5% | +12.6% |
| 1Y | +27.2% | +24.4% | +2.7% | +25.1% |
| 3Y | +132.4% | +79.7% | +52.7% | +123.4% |
| 5Y | +72.6% | +241.3% | -168.7% | +58.9% |
| 10Y | +389.7% | +603.1% | -213.4% | +331.7% |
| All | +1,211.9% | +1,178.8% | +33.1% | +834.5% |
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