+911.5%
BE vs LNG
+391.6%
+519.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.4% | +7.0% | +7.1% |
| 7D | +20.0% | +3.4% | +16.5% | +17.5% |
| 30D | +7.9% | +14.9% | -7.0% | -1.2% |
| 3M | -13.2% | +21.4% | -34.6% | -24.7% |
| 6M | +53.5% | +17.8% | +35.7% | +32.7% |
| YTD | +191.0% | +51.3% | +139.7% | +113.1% |
| 1Y | +360.5% | +24.4% | +336.1% | +280.6% |
| 3Y | +1,568.0% | +79.7% | +1,488.3% | +953.8% |
| 5Y | +1,055.2% | +241.3% | +813.9% | +309.0% |
| All | +911.5% | +391.6% | +519.9% | +94.5% |
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