+18.4%
BX vs LNG
+228.1%
-209.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.3% | +2.4% |
| 7D | -5.6% | -4.7% | -0.9% | -4.4% |
| 30D | -12.2% | +3.8% | -16.0% | -13.2% |
| 3M | +7.4% | +16.2% | -8.8% | +2.3% |
| 6M | +22.2% | +11.7% | +10.5% | +16.6% |
| YTD | -14.0% | +44.2% | -58.2% | -24.7% |
| 1Y | -27.3% | +18.6% | -45.9% | -32.2% |
| 3Y | +24.5% | +77.4% | -52.9% | +2.1% |
| All | +18.4% | +228.1% | -209.7% | -18.5% |
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