+800.2%
LNG vs OVV
+58.9%
+741.4%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.5% |
| 7D | +11.3% | +8.0% | +3.3% | +8.8% |
| 30D | +10.6% | -2.0% | +12.7% | +11.5% |
| 3M | +16.1% | +5.4% | +10.7% | +14.3% |
| 6M | +29.6% | +14.3% | +15.3% | +24.3% |
| YTD | +60.3% | +69.4% | -9.1% | +36.8% |
| 1Y | +46.1% | +72.4% | -26.3% | +23.7% |
| 3Y | +85.9% | +58.4% | +27.6% | +56.9% |
| 5Y | +210.8% | +106.1% | +104.7% | +134.8% |
| All | +800.2% | +58.9% | +741.4% | +468.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 10y: compounded portfolio wealth divided by compounded OVV 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…
10y analysis · Full analysis span regression · 6 months rolling