+14.8%
BND vs LNG
+562.2%
-547.4%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -1.0% | -4.7% | +3.7% | -1.0% |
| 30D | -1.1% | +3.8% | -4.9% | -1.1% |
| 3M | -1.9% | +16.2% | -18.0% | -1.9% |
| 6M | -1.6% | +11.7% | -13.3% | -1.7% |
| YTD | -1.2% | +44.2% | -45.5% | -1.5% |
| 1Y | -0.7% | +18.6% | -19.3% | -0.9% |
| 3Y | +12.5% | +77.4% | -64.9% | +12.0% |
| 5Y | -2.5% | +232.3% | -234.8% | -3.3% |
| All | +14.8% | +562.2% | -547.4% | +12.8% |
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 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