+10.5%
LNG vs BTDR
+71.3%
-60.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | -0.3% |
| 7D | -6.7% | +14.8% | -21.5% | -5.3% |
| 30D | +3.9% | +41.8% | -37.9% | +7.9% |
| 3M | +15.5% | -29.2% | +44.7% | +12.8% |
| 6M | +10.5% | +66.2% | -55.7% | +31.4% |
| All | +10.5% | +71.3% | -60.7% | +31.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling