+550.0%
LNG vs BB
+1.6%
+548.4%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | 0.0% |
| 7D | -4.7% | -0.4% | -4.3% | -4.7% |
| 30D | +3.8% | -12.5% | +16.4% | +4.8% |
| 3M | +16.2% | -17.4% | +33.6% | +17.3% |
| 6M | +11.7% | +119.1% | -107.4% | +2.6% |
| YTD | +44.2% | +102.4% | -58.2% | +33.3% |
| 1Y | +18.6% | +98.2% | -79.6% | +9.4% |
| 3Y | +77.4% | +46.9% | +30.5% | +63.8% |
| 5Y | +232.3% | -26.4% | +258.7% | +221.5% |
| All | +550.0% | +1.6% | +548.4% | +353.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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