+957.2%
BAC vs LNG
+1,258.4%
-301.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.4% |
| 7D | +1.5% | +10.9% | -9.4% | +0.9% |
| 30D | -6.4% | +8.1% | -14.5% | -6.9% |
| 3M | -21.7% | +15.7% | -37.4% | -22.4% |
| 6M | +0.5% | +27.2% | -26.7% | -1.1% |
| YTD | -6.7% | +60.7% | -67.4% | -9.7% |
| 1Y | -4.7% | +46.3% | -50.9% | -7.2% |
| 3Y | +96.1% | +85.6% | +10.5% | +87.9% |
| 5Y | +21.7% | +211.6% | -189.9% | +12.6% |
| 10Y | +232.0% | +810.9% | -579.0% | +188.5% |
| All | +957.2% | +1,258.4% | -301.2% | +649.7% |
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