+5,185.2%
BNY vs LNG
+1,119.0%
+4,066.2%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.1% | 0.0% |
| 7D | -1.3% | -4.7% | +3.4% | -1.1% |
| 30D | -0.2% | +3.8% | -4.0% | -0.4% |
| 3M | +14.9% | +16.2% | -1.2% | +14.0% |
| 6M | +40.0% | +11.7% | +28.3% | +39.0% |
| YTD | +42.0% | +44.2% | -2.2% | +39.1% |
| 1Y | +56.9% | +18.6% | +38.3% | +55.2% |
| 3Y | +289.9% | +77.4% | +212.5% | +277.3% |
| 5Y | +259.2% | +232.3% | +26.9% | +235.8% |
| 10Y | +413.3% | +550.1% | -136.9% | +362.4% |
| All | +5,185.2% | +1,119.0% | +4,066.2% | +3,815.9% |
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