+31,816.4%
LNG vs BG
+1,192.5%
+30,623.9%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.3% |
| 7D | -4.5% | +3.7% | -8.2% | -6.0% |
| 30D | +4.7% | +12.3% | -7.7% | -0.4% |
| 3M | +15.1% | -2.2% | +17.4% | +15.5% |
| 6M | +13.6% | +5.3% | +8.2% | +10.3% |
| YTD | +44.0% | +42.4% | +1.5% | +23.4% |
| 1Y | +18.4% | +55.2% | -36.8% | -2.8% |
| 3Y | +75.9% | +21.0% | +54.9% | +55.2% |
| 5Y | +231.7% | +87.1% | +144.5% | +138.4% |
| 10Y | +549.0% | +169.8% | +379.1% | +263.1% |
| All | +31,816.4% | +1,192.5% | +30,623.9% | +16,477.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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