+217.7%
LNG vs BROS
+35.1%
+182.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | +0.1% |
| 7D | -4.7% | -5.8% | +1.1% | -4.3% |
| 30D | +3.8% | -14.0% | +17.8% | +4.7% |
| 3M | +16.2% | -32.5% | +48.7% | +18.5% |
| 6M | +11.7% | -14.9% | +26.6% | +11.9% |
| YTD | +44.2% | -28.3% | +72.5% | +46.0% |
| 1Y | +18.6% | -34.0% | +52.5% | +20.5% |
| 3Y | +77.4% | +63.0% | +14.5% | +67.7% |
| All | +217.7% | +35.1% | +182.6% | +202.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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