-29.9%
BITO vs LNG
+23.0%
-53.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.8% | -2.4% |
| 7D | +2.9% | +3.4% | -0.5% | +3.2% |
| 30D | +22.6% | +14.9% | +7.7% | +24.3% |
| 3M | +24.7% | +21.4% | +3.3% | +26.6% |
| 6M | +7.5% | +17.8% | -10.3% | +5.2% |
| YTD | -10.8% | +51.3% | -62.1% | -21.3% |
| 1Y | -29.9% | +24.4% | -54.3% | -35.2% |
| All | -29.9% | +23.0% | -53.0% | -35.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling