+222.1%
LNG vs OMC
+30.5%
+191.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.7% | +0.3% |
| 7D | -4.7% | -4.4% | -0.3% | -3.9% |
| 30D | +3.8% | -7.6% | +11.4% | +5.1% |
| 3M | +16.2% | +4.5% | +11.6% | +14.6% |
| 6M | +11.7% | -0.3% | +11.9% | +11.0% |
| YTD | +44.2% | -0.1% | +44.3% | +42.7% |
| 1Y | +18.6% | +4.6% | +13.9% | +15.9% |
| 3Y | +77.4% | +10.5% | +66.9% | +68.3% |
| All | +222.1% | +30.5% | +191.6% | +173.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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