+12,674.7%
BLK vs LNG
+10,481.0%
+2,193.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.0% |
| 7D | -5.2% | -4.5% | -0.7% | -4.7% |
| 30D | -7.0% | +4.7% | -11.7% | -7.5% |
| 3M | +5.7% | +15.1% | -9.5% | +3.9% |
| 6M | +11.0% | +13.6% | -2.6% | +9.1% |
| YTD | +0.9% | +44.0% | -43.1% | -3.3% |
| 1Y | -1.6% | +18.4% | -20.0% | -3.8% |
| 3Y | +64.5% | +75.9% | -11.4% | +53.8% |
| 5Y | +30.9% | +231.7% | -200.8% | +13.8% |
| 10Y | +275.1% | +549.0% | -273.9% | +201.5% |
| All | +12,674.7% | +10,481.0% | +2,193.7% | +7,115.9% |
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 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