+1,108.8%
LNG vs BAX
+782.6%
+326.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.8% | -1.7% | -4.6% |
| 7D | -6.2% | -2.4% | -3.7% | -5.6% |
| 30D | +8.0% | -9.7% | +17.7% | +10.6% |
| 3M | +16.9% | +29.3% | -12.4% | +9.1% |
| 6M | +8.7% | +40.7% | -32.0% | -1.5% |
| YTD | +43.0% | +30.3% | +12.7% | +31.0% |
| 1Y | +19.4% | +3.4% | +16.0% | +15.2% |
| 3Y | +74.7% | -32.0% | +106.7% | +81.9% |
| 5Y | +222.4% | -66.9% | +289.3% | +300.5% |
| 10Y | +532.2% | -37.1% | +569.3% | +532.9% |
| All | +1,108.8% | +782.6% | +326.3% | +279.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling