+629.3%
ON vs LNG
+562.2%
+67.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.2% | +8.3% | +8.4% |
| 7D | +2.4% | -4.7% | +7.0% | +4.5% |
| 30D | -8.6% | +3.8% | -12.4% | -10.2% |
| 3M | -34.3% | +16.2% | -50.5% | -39.4% |
| 6M | +28.5% | +11.7% | +16.8% | +18.8% |
| YTD | +40.6% | +44.2% | -3.6% | +14.2% |
| 1Y | +55.3% | +18.6% | +36.8% | +38.4% |
| 3Y | -22.2% | +77.4% | -99.6% | -45.7% |
| 5Y | +62.4% | +232.3% | -169.9% | -24.9% |
| All | +629.3% | +562.2% | +67.1% | +128.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling