-10.6%
BITO vs LNG
+171.7%
-182.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.5% |
| 7D | -5.8% | -4.5% | -1.3% | -4.9% |
| 30D | +21.1% | +4.7% | +16.5% | +19.8% |
| 3M | +23.5% | +15.1% | +8.3% | +19.1% |
| 6M | +8.3% | +13.6% | -5.3% | +3.5% |
| YTD | -13.9% | +44.0% | -57.8% | -23.1% |
| 1Y | -34.5% | +18.4% | -52.9% | -38.3% |
| 3Y | +147.0% | +75.9% | +71.1% | +104.1% |
| All | -10.6% | +171.7% | -182.2% | -36.6% |
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