+1,108.8%
LNG vs BWA
+2,906.1%
-1,797.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.9% | -3.6% | -4.8% |
| 7D | -6.2% | +4.3% | -10.4% | -7.6% |
| 30D | +8.0% | -2.9% | +10.9% | +8.9% |
| 3M | +16.9% | -12.4% | +29.3% | +21.5% |
| 6M | +8.7% | +28.6% | -19.9% | -3.7% |
| YTD | +43.0% | +48.2% | -5.2% | +17.9% |
| 1Y | +19.4% | +50.9% | -31.5% | -2.8% |
| 3Y | +74.7% | +72.2% | +2.5% | +29.6% |
| 5Y | +222.4% | +91.1% | +131.4% | +120.2% |
| 10Y | +532.2% | +144.0% | +388.2% | +257.3% |
| All | +1,108.8% | +2,906.1% | -1,797.3% | +240.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling