+231.7%
LNG vs BWA
+86.5%
+145.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.6% |
| 7D | -4.5% | -0.1% | -4.4% | -4.5% |
| 30D | +4.7% | -5.5% | +10.2% | +5.3% |
| 3M | +15.1% | -7.6% | +22.8% | +16.1% |
| 6M | +13.6% | +25.0% | -11.4% | +8.7% |
| YTD | +44.0% | +47.0% | -3.0% | +32.0% |
| 1Y | +18.4% | +54.0% | -35.6% | +7.2% |
| 3Y | +75.9% | +70.7% | +5.2% | +52.1% |
| 5Y | +231.7% | +86.7% | +145.0% | +159.6% |
| All | +231.7% | +86.5% | +145.2% | +159.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling