+47.6%
ON vs LNG
+42.0%
+5.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.2% | +4.3% | -3.9% |
| 7D | -5.8% | -1.9% | -3.9% | -6.0% |
| 30D | -17.1% | +6.2% | -23.3% | -14.5% |
| 3M | -11.8% | +13.7% | -25.6% | -5.7% |
| 6M | -30.2% | +7.5% | -37.7% | -24.8% |
| YTD | +31.6% | +51.3% | -19.7% | +49.7% |
| 1Y | +47.6% | +42.6% | +4.9% | +64.3% |
| All | +47.6% | +42.0% | +5.6% | +64.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling