+23.9%
BMY vs LNG
+229.3%
-205.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.1% |
| 7D | -6.4% | -4.5% | -1.9% | -6.0% |
| 30D | +0.2% | +4.7% | -4.5% | -0.2% |
| 3M | +16.0% | +15.1% | +0.8% | +14.5% |
| 6M | +8.3% | +13.6% | -5.2% | +6.7% |
| YTD | +22.2% | +44.0% | -21.8% | +17.5% |
| 1Y | +41.7% | +18.4% | +23.3% | +39.0% |
| 3Y | +20.7% | +75.9% | -55.2% | +13.6% |
| 5Y | +23.9% | +231.7% | -207.7% | +13.8% |
| All | +23.9% | +229.3% | -205.3% | +13.8% |
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 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