+550.0%
LNG vs BDX
+59.3%
+490.7%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | 0.0% |
| 7D | -4.7% | -3.2% | -1.5% | -4.0% |
| 30D | +3.8% | -2.5% | +6.4% | +4.4% |
| 3M | +16.2% | +21.4% | -5.3% | +11.2% |
| 6M | +11.7% | +10.4% | +1.3% | +8.9% |
| YTD | +44.2% | +18.8% | +25.4% | +37.8% |
| 1Y | +18.6% | +21.7% | -3.1% | +12.5% |
| 3Y | +77.4% | -10.0% | +87.4% | +80.0% |
| 5Y | +232.3% | -1.8% | +234.1% | +225.3% |
| All | +550.0% | +59.3% | +490.7% | +451.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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