+1,108.8%
LNG vs OMC
+2,739.1%
-1,630.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.8% | -3.7% | -4.7% |
| 7D | -6.2% | -5.8% | -0.4% | -3.8% |
| 30D | +8.0% | -4.8% | +12.8% | +10.1% |
| 3M | +16.9% | +9.2% | +7.7% | +11.0% |
| 6M | +8.7% | -2.5% | +11.2% | +8.1% |
| YTD | +43.0% | +2.6% | +40.5% | +37.0% |
| 1Y | +19.4% | +5.9% | +13.5% | +11.8% |
| 3Y | +74.7% | +14.2% | +60.5% | +52.8% |
| 5Y | +222.4% | +33.2% | +189.2% | +151.1% |
| 10Y | +532.2% | +33.4% | +498.8% | +357.3% |
| All | +1,108.8% | +2,739.1% | -1,630.2% | +287.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling