+550.0%
LNG vs BN
+265.2%
+284.8%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.3% | 0.0% |
| 7D | -4.7% | -5.2% | +0.5% | -2.7% |
| 30D | +3.8% | -14.5% | +18.3% | +10.0% |
| 3M | +16.2% | -15.0% | +31.2% | +22.9% |
| 6M | +11.7% | -5.4% | +17.1% | +12.1% |
| YTD | +44.2% | -16.4% | +60.6% | +51.3% |
| 1Y | +18.6% | -16.2% | +34.8% | +23.5% |
| 3Y | +77.4% | +67.5% | +9.9% | +31.4% |
| 5Y | +232.3% | +34.1% | +198.1% | +164.3% |
| All | +550.0% | +265.2% | +284.8% | +177.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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