+795.1%
BKNG vs LNG
+13,675.2%
-12,880.1%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.4% |
| 7D | -10.7% | -4.5% | -6.2% | -10.2% |
| 30D | -18.1% | +4.7% | -22.8% | -18.5% |
| 3M | +8.5% | +15.1% | -6.6% | +6.7% |
| 6M | -0.1% | +13.6% | -13.6% | -1.8% |
| YTD | -18.2% | +44.0% | -62.2% | -21.7% |
| 1Y | -19.9% | +18.4% | -38.2% | -21.7% |
| 3Y | +41.6% | +75.9% | -34.3% | +32.3% |
| 5Y | +93.1% | +231.7% | -138.6% | +67.9% |
| 10Y | +214.8% | +549.0% | -334.2% | +153.6% |
| All | +795.1% | +13,675.2% | -12,880.1% | +282.2% |
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 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