+222.1%
LNG vs BRO
+17.6%
+204.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -4.7% | -7.3% | +2.6% | -2.9% |
| 30D | +3.8% | -6.9% | +10.7% | +5.6% |
| 3M | +16.2% | +10.7% | +5.5% | +12.8% |
| 6M | +11.7% | -2.7% | +14.4% | +11.7% |
| YTD | +44.2% | -16.3% | +60.5% | +49.8% |
| 1Y | +18.6% | -29.1% | +47.6% | +28.8% |
| 3Y | +77.4% | -7.8% | +85.2% | +77.8% |
| All | +222.1% | +17.6% | +204.5% | +181.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 5y: compounded portfolio wealth divided by compounded BRO 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…
5y analysis · Full analysis span regression · 6 months rolling