+550.0%
LNG vs BBY
+252.7%
+297.3%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.1% | -2.9% | -0.5% |
| 7D | -4.7% | +0.6% | -5.3% | -4.8% |
| 30D | +3.8% | +9.4% | -5.6% | +1.7% |
| 3M | +16.2% | +19.3% | -3.2% | +11.3% |
| 6M | +11.7% | +47.9% | -36.2% | +1.2% |
| YTD | +44.2% | +39.6% | +4.6% | +32.0% |
| 1Y | +18.6% | +22.2% | -3.6% | +11.4% |
| 3Y | +77.4% | +45.0% | +32.4% | +53.9% |
| 5Y | +232.3% | +2.6% | +229.7% | +205.2% |
| All | +550.0% | +252.7% | +297.3% | +344.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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