+1,119.0%
LNG vs BRO
+12,520.6%
-11,401.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -4.7% | -7.3% | +2.6% | -1.8% |
| 30D | +3.8% | -6.9% | +10.7% | +6.6% |
| 3M | +16.2% | +10.7% | +5.5% | +10.9% |
| 6M | +11.7% | -2.7% | +14.4% | +11.5% |
| YTD | +44.2% | -16.3% | +60.5% | +52.1% |
| 1Y | +18.6% | -29.1% | +47.6% | +33.2% |
| 3Y | +77.4% | -7.8% | +85.2% | +76.2% |
| 5Y | +232.3% | +18.7% | +213.5% | +190.3% |
| 10Y | +550.1% | +291.9% | +258.2% | +248.7% |
| All | +1,119.0% | +12,520.6% | -11,401.6% | +364.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling