+550.0%
LNG vs BTI
+73.8%
+476.2%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | 0.0% |
| 7D | -4.7% | -0.2% | -4.5% | -4.6% |
| 30D | +3.8% | -1.1% | +4.9% | +4.1% |
| 3M | +16.2% | -8.8% | +24.9% | +18.6% |
| 6M | +11.7% | -4.0% | +15.6% | +12.1% |
| YTD | +44.2% | +0.4% | +43.9% | +42.6% |
| 1Y | +18.6% | +1.9% | +16.6% | +16.5% |
| 3Y | +77.4% | +108.5% | -31.1% | +39.7% |
| 5Y | +232.3% | +118.5% | +113.7% | +155.4% |
| All | +550.0% | +73.8% | +476.2% | +418.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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