+120.2%
BKR vs LNG
+562.2%
-442.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -7.0% | -4.7% | -2.3% | -4.5% |
| 30D | -8.1% | +3.8% | -11.9% | -10.5% |
| 3M | -6.6% | +16.2% | -22.8% | -15.5% |
| 6M | +0.9% | +11.7% | -10.8% | -7.3% |
| YTD | +31.1% | +44.2% | -13.1% | +2.5% |
| 1Y | +27.7% | +18.6% | +9.1% | +12.4% |
| 3Y | +71.2% | +77.4% | -6.2% | +15.1% |
| 5Y | +177.6% | +232.3% | -54.6% | +19.3% |
| All | +120.2% | +562.2% | -442.0% | -39.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling