+1,178.8%
LNG vs BBWI
+819.5%
+359.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.5% | -0.2% |
| 7D | +3.4% | +1.5% | +1.9% | +3.0% |
| 30D | +14.9% | -5.2% | +20.1% | +15.7% |
| 3M | +21.4% | +11.1% | +10.3% | +17.2% |
| 6M | +17.8% | -13.4% | +31.2% | +18.1% |
| YTD | +51.3% | +0.1% | +51.2% | +45.9% |
| 1Y | +24.4% | -36.1% | +60.6% | +30.9% |
| 3Y | +79.7% | -44.1% | +123.8% | +83.9% |
| 5Y | +241.3% | -66.2% | +307.6% | +275.4% |
| 10Y | +603.1% | -54.8% | +657.9% | +499.7% |
| All | +1,178.8% | +819.5% | +359.3% | +417.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling