+91.7%
BKNG vs LNG
+227.5%
-135.9%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.4% |
| 7D | -10.7% | -4.5% | -6.2% | -10.0% |
| 30D | -18.1% | +4.7% | -22.8% | -18.7% |
| 3M | +8.5% | +15.1% | -6.6% | +5.6% |
| 6M | -0.1% | +13.6% | -13.6% | -3.3% |
| YTD | -18.2% | +44.0% | -62.2% | -25.2% |
| 1Y | -19.9% | +18.4% | -38.2% | -23.3% |
| 3Y | +41.6% | +75.9% | -34.3% | +23.1% |
| All | +91.7% | +227.5% | -135.9% | +35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling