+20.5%
BMY vs LNG
+74.6%
-54.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -4.8% | -4.7% | -0.1% | -4.4% |
| 30D | -0.1% | +3.8% | -3.9% | -0.4% |
| 3M | +13.1% | +16.2% | -3.1% | +11.5% |
| 6M | +8.4% | +11.7% | -3.3% | +6.6% |
| YTD | +22.0% | +44.2% | -22.2% | +16.1% |
| 1Y | +40.3% | +18.6% | +21.7% | +37.1% |
| 3Y | +20.5% | +77.4% | -56.9% | +9.8% |
| All | +20.5% | +74.6% | -54.0% | +9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling