+950.6%
BX vs LNG
+611.4%
+339.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.5% | +3.9% | -0.7% |
| 7D | -2.0% | -6.2% | +4.2% | -0.9% |
| 30D | -2.3% | +8.0% | -10.3% | -3.6% |
| 3M | +18.5% | +16.9% | +1.6% | +15.0% |
| 6M | +23.7% | +8.7% | +15.1% | +21.1% |
| YTD | -10.4% | +43.0% | -53.4% | -16.4% |
| 1Y | -19.6% | +19.4% | -39.0% | -22.7% |
| 3Y | +30.8% | +74.7% | -43.9% | +17.4% |
| 5Y | +24.3% | +222.4% | -198.1% | -0.3% |
| 10Y | +679.5% | +532.2% | +147.3% | +449.0% |
| All | +950.6% | +611.4% | +339.2% | +448.4% |
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