+42.6%
LNG vs BBWI
+2.4%
+40.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +4.1% | -10.3% | -5.8% |
| 7D | -1.9% | +8.8% | -10.7% | -1.3% |
| 30D | +6.2% | +34.8% | -28.6% | +8.6% |
| 3M | +13.7% | +12.9% | +0.8% | +14.4% |
| 6M | +7.5% | +29.6% | -22.1% | +10.0% |
| YTD | +51.3% | +20.8% | +30.5% | +55.2% |
| 1Y | +42.6% | +4.1% | +38.6% | +47.0% |
| All | +42.6% | +2.4% | +40.2% | +47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 1y: compounded portfolio wealth divided by compounded BBWI 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…
1y analysis · Full analysis span regression · 6 months rolling