+77.4%
LNG vs BWA
+70.7%
+6.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | +0.1% |
| 7D | -4.7% | -1.3% | -3.4% | -4.6% |
| 30D | +3.8% | -2.9% | +6.8% | +3.9% |
| 3M | +16.2% | -10.7% | +26.9% | +16.9% |
| 6M | +11.7% | +26.5% | -14.8% | +9.4% |
| YTD | +44.2% | +49.1% | -4.9% | +37.0% |
| 1Y | +18.6% | +52.1% | -33.5% | +12.2% |
| 3Y | +77.4% | +72.6% | +4.8% | +56.5% |
| All | +77.4% | +70.7% | +6.7% | +56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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