+544.5%
LNG vs OVV
+55.1%
+489.4%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.5% | -0.2% |
| 7D | -6.7% | -3.8% | -2.9% | -5.6% |
| 30D | +3.9% | +1.3% | +2.6% | +3.5% |
| 3M | +15.5% | +14.3% | +1.2% | +10.9% |
| 6M | +10.5% | +21.1% | -10.6% | +4.3% |
| YTD | +43.0% | +66.0% | -23.1% | +22.8% |
| 1Y | +18.9% | +59.3% | -40.4% | +2.8% |
| 3Y | +74.7% | +47.6% | +27.1% | +50.3% |
| 5Y | +231.2% | +162.0% | +69.3% | +134.0% |
| 10Y | +544.5% | +56.5% | +488.0% | +305.9% |
| All | +544.5% | +55.1% | +489.4% | +305.9% |
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