+5,881.9%
LNG vs BAH
+876.9%
+5,005.0%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.9% | -4.5% | -5.2% |
| 7D | -6.2% | -4.3% | -1.8% | -5.2% |
| 30D | +8.0% | -4.5% | +12.5% | +9.1% |
| 3M | +16.9% | -7.6% | +24.5% | +18.5% |
| 6M | +8.7% | -10.6% | +19.3% | +10.7% |
| YTD | +43.0% | -12.6% | +55.6% | +45.4% |
| 1Y | +19.4% | -27.0% | +46.4% | +26.3% |
| 3Y | +74.7% | -31.5% | +106.2% | +79.7% |
| 5Y | +222.4% | -3.8% | +226.2% | +193.8% |
| 10Y | +532.2% | +183.9% | +348.3% | +280.3% |
| All | +5,881.9% | +876.9% | +5,005.0% | +1,730.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling