+30.3%
BIL vs LNG
+752.6%
-722.2%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | +0.1% | +3.4% | -3.3% | +0.1% |
| 30D | +0.3% | +14.9% | -14.5% | +0.3% |
| 3M | +0.9% | +21.4% | -20.4% | +1.0% |
| 6M | +1.8% | +17.8% | -16.0% | +1.8% |
| YTD | +2.4% | +51.3% | -48.8% | +2.5% |
| 1Y | +3.7% | +24.4% | -20.7% | +3.7% |
| 3Y | +14.2% | +79.7% | -65.5% | +14.2% |
| 5Y | +19.4% | +241.3% | -221.9% | +19.5% |
| 10Y | +25.2% | +603.1% | -577.9% | +25.3% |
| All | +30.3% | +752.6% | -722.2% | +30.5% |
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