+1,234.5%
BP vs LNG
+1,255.2%
-20.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | +3.8% | +11.3% | -7.5% | +3.2% |
| 30D | -5.3% | +10.6% | -15.9% | -5.8% |
| 3M | +9.3% | +16.1% | -6.9% | +8.4% |
| 6M | +7.2% | +29.6% | -22.3% | +5.8% |
| YTD | +38.0% | +60.3% | -22.3% | +34.7% |
| 1Y | +33.2% | +46.1% | -12.9% | +30.6% |
| 3Y | +50.3% | +85.9% | -35.7% | +45.5% |
| 5Y | +114.1% | +210.8% | -96.8% | +102.1% |
| 10Y | +140.7% | +808.8% | -668.1% | +117.2% |
| All | +1,234.5% | +1,255.2% | -20.7% | +944.1% |
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 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