+75.8%
BND vs LNG
+827.5%
-751.7%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -0.1% | -6.7% | +6.6% | -0.2% |
| 30D | -0.2% | +3.9% | -4.1% | -0.2% |
| 3M | -0.7% | +15.5% | -16.2% | -0.6% |
| 6M | -1.7% | +10.5% | -12.2% | -1.6% |
| YTD | -0.5% | +43.0% | -43.5% | -0.3% |
| 1Y | +0.4% | +18.9% | -18.5% | +0.5% |
| 3Y | +13.1% | +74.7% | -61.5% | +13.6% |
| 5Y | -2.1% | +231.2% | -233.3% | -1.3% |
| 10Y | +15.7% | +544.5% | -528.8% | +17.3% |
| All | +75.8% | +827.5% | -751.7% | +80.3% |
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