+926.6%
LNG vs BLDR
+389.5%
+537.1%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.9% | -0.6% | -4.4% |
| 7D | -6.2% | -0.3% | -5.8% | -6.1% |
| 30D | +8.0% | -16.2% | +24.2% | +12.0% |
| 3M | +16.9% | -14.4% | +31.3% | +19.2% |
| 6M | +8.7% | -32.8% | +41.5% | +15.6% |
| YTD | +43.0% | -39.2% | +82.2% | +54.6% |
| 1Y | +19.4% | -57.7% | +77.1% | +39.5% |
| 3Y | +74.7% | -55.3% | +130.0% | +90.7% |
| 5Y | +222.4% | +15.6% | +206.8% | +165.6% |
| 10Y | +532.2% | +359.8% | +172.4% | +230.4% |
| All | +926.6% | +389.5% | +537.1% | +218.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling