+77.1%
LNG vs BLDR
-58.1%
+135.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.9% | +4.6% | +0.6% |
| 7D | -4.5% | -8.1% | +3.6% | -4.6% |
| 30D | +4.7% | -21.5% | +26.2% | +4.3% |
| 3M | +15.1% | -21.0% | +36.1% | +14.7% |
| 6M | +13.6% | -37.1% | +50.6% | +13.8% |
| YTD | +44.0% | -42.7% | +86.6% | +44.8% |
| 1Y | +18.4% | -58.0% | +76.3% | +21.1% |
| All | +77.1% | -58.1% | +135.2% | +82.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling