+137.0%
OKE vs LNG
+228.1%
-91.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.8% | +0.8% |
| 7D | +1.2% | -4.7% | +5.9% | +3.8% |
| 30D | +4.5% | +3.8% | +0.7% | +2.0% |
| 3M | +9.6% | +16.2% | -6.5% | +0.2% |
| 6M | +15.4% | +11.7% | +3.7% | +7.3% |
| YTD | +36.5% | +44.2% | -7.7% | +9.5% |
| 1Y | +39.0% | +18.6% | +20.4% | +24.6% |
| 3Y | +74.3% | +77.4% | -3.1% | +25.1% |
| All | +137.0% | +228.1% | -91.1% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 LNG 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