+1,116.8%
LNG vs BTI
+5,084.5%
-3,967.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.4% |
| 7D | -4.5% | -2.0% | -2.5% | -4.0% |
| 30D | +4.7% | -3.4% | +8.1% | +5.6% |
| 3M | +15.1% | -9.0% | +24.1% | +17.7% |
| 6M | +13.6% | -5.0% | +18.6% | +14.3% |
| YTD | +44.0% | -0.3% | +44.3% | +42.7% |
| 1Y | +18.4% | +3.1% | +15.3% | +16.0% |
| 3Y | +75.9% | +111.0% | -35.1% | +39.5% |
| 5Y | +231.7% | +117.0% | +114.6% | +159.1% |
| 10Y | +549.0% | +73.9% | +475.0% | +421.1% |
| All | +1,116.8% | +5,084.5% | -3,967.7% | +543.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling