+33.0%
BLK vs LNG
+228.1%
-195.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | -3.3% | -4.7% | +1.4% | -2.5% |
| 30D | -6.5% | +3.8% | -10.3% | -7.2% |
| 3M | +6.7% | +16.2% | -9.4% | +3.4% |
| 6M | +14.7% | +11.7% | +3.0% | +11.2% |
| YTD | +2.5% | +44.2% | -41.7% | -6.6% |
| 1Y | -2.8% | +18.6% | -21.3% | -7.3% |
| 3Y | +65.9% | +77.4% | -11.5% | +43.9% |
| All | +33.0% | +228.1% | -195.1% | -1.9% |
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