+142.2%
BP vs LNG
+811.3%
-669.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | +3.8% | +11.3% | -7.5% | -1.5% |
| 30D | -5.3% | +10.6% | -15.9% | -10.0% |
| 3M | +9.3% | +16.1% | -6.9% | +1.1% |
| 6M | +7.2% | +29.6% | -22.3% | -6.0% |
| YTD | +38.0% | +60.3% | -22.3% | +8.7% |
| 1Y | +33.2% | +46.1% | -12.9% | +9.6% |
| 3Y | +50.3% | +85.9% | -35.7% | +6.5% |
| 5Y | +114.1% | +210.8% | -96.8% | +12.2% |
| All | +142.2% | +811.3% | -669.2% | -29.1% |
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