+11,858.2%
OKE vs LNG
+1,119.0%
+10,739.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.8% | +0.9% |
| 7D | +1.2% | -4.7% | +5.9% | +1.5% |
| 30D | +4.5% | +3.8% | +0.7% | +4.2% |
| 3M | +9.6% | +16.2% | -6.5% | +8.6% |
| 6M | +15.4% | +11.7% | +3.7% | +14.6% |
| YTD | +36.5% | +44.2% | -7.7% | +33.6% |
| 1Y | +39.0% | +18.6% | +20.4% | +37.6% |
| 3Y | +74.3% | +77.4% | -3.1% | +68.9% |
| 5Y | +141.2% | +232.3% | -91.1% | +126.3% |
| 10Y | +262.1% | +550.1% | -288.0% | +231.7% |
| All | +11,858.2% | +1,119.0% | +10,739.2% | +9,603.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling