+213.6%
LNG vs BBWI
-67.6%
+281.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.3% |
| 7D | +11.3% | +0.1% | +11.2% | +11.3% |
| 30D | +10.6% | +12.9% | -2.2% | +9.7% |
| 3M | +16.1% | +16.0% | +0.1% | +14.7% |
| 6M | +29.6% | +16.6% | +12.9% | +27.2% |
| YTD | +60.3% | +9.7% | +50.6% | +57.2% |
| 1Y | +46.1% | +1.5% | +44.6% | +43.7% |
| 3Y | +85.9% | -21.4% | +107.3% | +81.2% |
| All | +213.6% | -67.6% | +281.2% | +256.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling