+1,003.0%
BE vs LNG
+368.6%
+634.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.2% | +6.5% | +6.6% |
| 7D | +9.0% | -4.7% | +13.7% | +11.6% |
| 30D | +16.3% | +3.8% | +12.5% | +12.7% |
| 3M | +10.8% | +16.2% | -5.4% | -1.8% |
| 6M | +73.2% | +11.7% | +61.5% | +54.5% |
| YTD | +217.4% | +44.2% | +173.1% | +137.8% |
| 1Y | +309.8% | +18.6% | +291.2% | +246.3% |
| 3Y | +1,726.2% | +77.4% | +1,648.8% | +1,053.7% |
| 5Y | +1,306.2% | +232.3% | +1,073.9% | +401.0% |
| All | +1,003.0% | +368.6% | +634.4% | +117.0% |
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