+548.8%
LNG vs BAH
+207.1%
+341.8%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.8% | -4.1% | -0.1% |
| 7D | -4.5% | +2.4% | -6.9% | -4.9% |
| 30D | +4.7% | -2.9% | +7.6% | +5.1% |
| 3M | +15.1% | -1.3% | +16.5% | +15.0% |
| 6M | +13.6% | -0.9% | +14.5% | +13.1% |
| YTD | +44.0% | -8.2% | +52.2% | +44.5% |
| 1Y | +18.4% | -24.0% | +42.3% | +22.4% |
| 3Y | +75.9% | -28.1% | +104.0% | +76.9% |
| 5Y | +231.7% | +2.5% | +229.2% | +202.7% |
| All | +548.8% | +207.1% | +341.8% | +384.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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