+668.0%
BE vs LNG
+421.0%
+247.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.2% | -4.7% | -4.8% |
| 7D | +10.8% | +11.3% | -0.5% | +4.6% |
| 30D | -19.8% | +10.6% | -30.4% | -24.7% |
| 3M | -18.7% | +16.1% | -34.8% | -26.7% |
| 6M | -33.7% | +29.6% | -63.3% | -45.4% |
| YTD | +121.0% | +60.3% | +60.6% | +54.5% |
| 1Y | +85.4% | +46.1% | +39.3% | +38.0% |
| 3Y | +1,709.5% | +85.9% | +1,623.6% | +1,012.2% |
| 5Y | +462.2% | +210.8% | +251.4% | +116.5% |
| All | +668.0% | +421.0% | +247.0% | +41.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling