+550.0%
LNG vs BNS
+188.9%
+361.1%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.2% |
| 7D | -4.7% | -0.4% | -4.3% | -4.5% |
| 30D | +3.8% | +3.5% | +0.4% | +1.7% |
| 3M | +16.2% | +14.1% | +2.1% | +7.4% |
| 6M | +11.7% | +33.8% | -22.1% | -6.1% |
| YTD | +44.2% | +29.5% | +14.8% | +23.4% |
| 1Y | +18.6% | +48.4% | -29.8% | -6.5% |
| 3Y | +77.4% | +129.6% | -52.2% | +5.4% |
| 5Y | +232.3% | +96.1% | +136.2% | +113.9% |
| All | +550.0% | +188.9% | +361.1% | +198.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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