+156.8%
BITO vs LNG
+74.6%
+82.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -3.4% | -4.7% | +1.2% | -3.1% |
| 30D | +21.4% | +3.8% | +17.6% | +21.0% |
| 3M | +20.5% | +16.2% | +4.3% | +18.5% |
| 6M | +7.4% | +11.7% | -4.3% | +5.0% |
| YTD | -13.9% | +44.2% | -58.1% | -20.2% |
| 1Y | -35.1% | +18.6% | -53.6% | -37.6% |
| 3Y | +156.8% | +77.4% | +79.4% | +140.0% |
| All | +156.8% | +74.6% | +82.3% | +140.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling