+1,232.1%
BSX vs LNG
+1,108.4%
+123.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -7.0% | -6.7% | -0.3% | -6.8% |
| 30D | -10.9% | +3.9% | -14.8% | -11.0% |
| 3M | -8.2% | +15.5% | -23.7% | -8.7% |
| 6M | -37.5% | +10.5% | -48.0% | -37.7% |
| YTD | -52.8% | +43.0% | -95.8% | -53.5% |
| 1Y | -58.4% | +18.9% | -77.3% | -58.7% |
| 3Y | -16.5% | +74.7% | -91.2% | -18.4% |
| 5Y | -1.0% | +231.2% | -232.2% | -5.5% |
| 10Y | +91.2% | +544.5% | -453.3% | +77.7% |
| All | +1,232.1% | +1,108.4% | +123.7% | +1,011.2% |
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