+550.0%
LNG vs BLDR
+383.3%
+166.6%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | -0.2% |
| 7D | -4.7% | -8.2% | +3.6% | -3.4% |
| 30D | +3.8% | -16.6% | +20.4% | +6.7% |
| 3M | +16.2% | -23.2% | +39.3% | +19.9% |
| 6M | +11.7% | -33.7% | +45.4% | +17.3% |
| YTD | +44.2% | -41.3% | +85.5% | +53.9% |
| 1Y | +18.6% | -58.8% | +77.4% | +34.7% |
| 3Y | +77.4% | -57.5% | +134.9% | +90.8% |
| 5Y | +232.3% | +12.9% | +219.4% | +169.0% |
| All | +550.0% | +383.3% | +166.6% | +231.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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