+550.0%
LNG vs BAX
-38.1%
+588.1%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.4% |
| 7D | -4.7% | -7.9% | +3.2% | -3.6% |
| 30D | +3.8% | -11.7% | +15.5% | +5.5% |
| 3M | +16.2% | +16.2% | 0.0% | +13.3% |
| 6M | +11.7% | +32.0% | -20.3% | +6.5% |
| YTD | +44.2% | +24.7% | +19.5% | +37.9% |
| 1Y | +18.6% | -2.6% | +21.2% | +18.0% |
| 3Y | +77.4% | -35.0% | +112.4% | +86.3% |
| 5Y | +232.3% | -67.6% | +299.8% | +305.2% |
| All | +550.0% | -38.1% | +588.1% | +511.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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