+75.9%
LNG vs BBWI
-47.8%
+123.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.3% | +6.3% | 0.0% |
| 7D | -6.7% | -4.4% | -2.3% | -6.7% |
| 30D | +3.9% | -7.4% | +11.2% | +3.9% |
| 3M | +15.5% | -2.2% | +17.7% | +15.3% |
| 6M | +10.5% | -16.3% | +26.8% | +11.0% |
| YTD | +43.0% | -9.1% | +52.1% | +42.6% |
| 1Y | +18.9% | -34.5% | +53.4% | +20.9% |
| All | +75.9% | -47.8% | +123.7% | +83.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling