+77.4%
LNG vs BTDR
+4.4%
+73.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.5% | +0.1% |
| 7D | -4.7% | -3.4% | -1.3% | -4.7% |
| 30D | +3.8% | +32.6% | -28.8% | +3.5% |
| 3M | +16.2% | -32.2% | +48.4% | +16.7% |
| 6M | +11.7% | +52.4% | -40.7% | +10.0% |
| YTD | +44.2% | +6.7% | +37.5% | +43.1% |
| 1Y | +18.6% | -15.2% | +33.8% | +17.5% |
| 3Y | +77.4% | +14.9% | +62.5% | +68.6% |
| All | +77.4% | +4.4% | +73.0% | +68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 3y: compounded portfolio wealth divided by compounded BTDR 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…
3y analysis · Full analysis span regression · 6 months rolling