+21.5%
BX vs LNG
+74.3%
-52.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.7% | -3.5% | -3.0% |
| 7D | -8.9% | -4.5% | -4.4% | -8.0% |
| 30D | -14.8% | +4.7% | -19.5% | -15.8% |
| 3M | +6.9% | +15.1% | -8.2% | +2.4% |
| 6M | +16.3% | +13.6% | +2.7% | +10.0% |
| YTD | -16.1% | +44.0% | -60.0% | -27.8% |
| 1Y | -26.8% | +18.4% | -45.1% | -32.0% |
| All | +21.5% | +74.3% | -52.7% | -0.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling