+1,116.8%
LNG vs BHP
+4,396.6%
-3,279.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.3% | +6.0% | +2.8% |
| 7D | -4.5% | -3.7% | -0.7% | -3.1% |
| 30D | +4.7% | -0.8% | +5.5% | +4.7% |
| 3M | +15.1% | +7.6% | +7.5% | +10.3% |
| 6M | +13.6% | +20.8% | -7.2% | +2.0% |
| YTD | +44.0% | +50.8% | -6.8% | +17.1% |
| 1Y | +18.4% | +70.9% | -52.6% | -9.2% |
| 3Y | +75.9% | +78.0% | -2.1% | +28.7% |
| 5Y | +231.7% | +113.1% | +118.6% | +117.6% |
| 10Y | +549.0% | +483.0% | +65.9% | +164.5% |
| All | +1,116.8% | +4,396.6% | -3,279.8% | +105.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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