+215.0%
LNG vs BROS
+41.2%
+173.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.5% | -4.0% | -5.4% |
| 7D | -6.2% | -0.9% | -5.2% | -6.1% |
| 30D | +8.0% | -13.5% | +21.4% | +8.9% |
| 3M | +16.9% | -18.4% | +35.3% | +17.7% |
| 6M | +8.7% | -10.6% | +19.2% | +8.5% |
| YTD | +43.0% | -25.1% | +68.1% | +44.4% |
| 1Y | +19.4% | -28.6% | +48.1% | +20.8% |
| 3Y | +74.7% | +65.6% | +9.1% | +65.0% |
| All | +215.0% | +41.2% | +173.9% | +199.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling