-2.8%
BSX vs LNG
+228.1%
-230.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -10.1% | -4.7% | -5.4% | -9.4% |
| 30D | -16.4% | +3.8% | -20.2% | -16.9% |
| 3M | -8.9% | +16.2% | -25.0% | -11.1% |
| 6M | -38.3% | +11.7% | -50.0% | -39.6% |
| YTD | -54.9% | +44.2% | -99.1% | -57.9% |
| 1Y | -58.8% | +18.6% | -77.4% | -60.1% |
| 3Y | -21.2% | +77.4% | -98.6% | -28.1% |
| All | -2.8% | +228.1% | -230.9% | -17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling