+240.5%
LNG vs BTDR
+23.3%
+217.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | 0.0% |
| 7D | -6.7% | +14.8% | -21.5% | -6.8% |
| 30D | +3.9% | +41.8% | -37.9% | +3.6% |
| 3M | +15.5% | -29.2% | +44.7% | +15.8% |
| 6M | +10.5% | +66.2% | -55.7% | +9.0% |
| YTD | +43.0% | +10.0% | +33.0% | +42.1% |
| 1Y | +18.9% | -11.0% | +29.8% | +18.0% |
| 3Y | +74.7% | +6.9% | +67.7% | +71.5% |
| 5Y | +231.2% | +24.7% | +206.6% | +228.1% |
| All | +240.5% | +23.3% | +217.2% | +234.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling