+60.7%
BMY vs LNG
+562.2%
-501.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -4.8% | -4.7% | -0.1% | -4.2% |
| 30D | -0.1% | +3.8% | -3.9% | -0.6% |
| 3M | +13.1% | +16.2% | -3.1% | +10.9% |
| 6M | +8.4% | +11.7% | -3.3% | +6.4% |
| YTD | +22.0% | +44.2% | -22.2% | +15.6% |
| 1Y | +40.3% | +18.6% | +21.7% | +36.4% |
| 3Y | +20.5% | +77.4% | -56.9% | +10.1% |
| 5Y | +23.7% | +232.3% | -208.5% | +1.4% |
| All | +60.7% | +562.2% | -501.5% | +16.2% |
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 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