+75.9%
LNG vs BAH
-31.4%
+107.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.2% | 0.0% |
| 7D | -6.7% | -1.3% | -5.4% | -6.6% |
| 30D | +3.9% | -6.6% | +10.5% | +4.4% |
| 3M | +15.5% | -7.2% | +22.7% | +15.9% |
| 6M | +10.5% | -10.0% | +20.5% | +11.0% |
| YTD | +43.0% | -12.5% | +55.4% | +43.5% |
| 1Y | +18.9% | -27.9% | +46.8% | +20.5% |
| All | +75.9% | -31.4% | +107.3% | +69.4% |
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