+661.1%
BX vs LNG
+562.2%
+98.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.3% | +2.4% |
| 7D | -5.6% | -4.7% | -0.9% | -4.2% |
| 30D | -12.2% | +3.8% | -16.0% | -13.4% |
| 3M | +7.4% | +16.2% | -8.8% | +1.5% |
| 6M | +22.2% | +11.7% | +10.5% | +15.9% |
| YTD | -14.0% | +44.2% | -58.2% | -25.5% |
| 1Y | -27.3% | +18.6% | -45.9% | -32.7% |
| 3Y | +24.5% | +77.4% | -52.9% | -0.7% |
| 5Y | +18.9% | +232.3% | -213.4% | -26.6% |
| All | +661.1% | +562.2% | +98.8% | +252.5% |
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 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