+85.9%
LNG vs BAH
-26.8%
+112.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | 0.0% | -0.2% |
| 7D | +11.3% | +1.7% | +9.6% | +11.2% |
| 30D | +10.6% | +20.8% | -10.1% | +9.0% |
| 3M | +16.1% | +11.6% | +4.6% | +15.0% |
| 6M | +29.6% | +23.1% | +6.5% | +27.1% |
| YTD | +60.3% | +5.3% | +55.1% | +58.5% |
| 1Y | +46.1% | +6.1% | +40.0% | +44.3% |
| 3Y | +85.9% | -27.5% | +113.4% | +82.7% |
| All | +85.9% | -26.8% | +112.8% | +82.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling