+55.3%
ON vs LNG
+19.2%
+36.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.2% | +8.3% | +8.6% |
| 7D | +2.4% | -4.7% | +7.0% | +0.5% |
| 30D | -8.6% | +3.8% | -12.4% | -6.9% |
| 3M | -34.3% | +16.2% | -50.5% | -29.1% |
| 6M | +28.5% | +11.7% | +16.8% | +35.4% |
| YTD | +40.6% | +44.2% | -3.6% | +46.1% |
| 1Y | +55.3% | +18.6% | +36.8% | +73.6% |
| All | +55.3% | +19.2% | +36.2% | +73.6% |
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 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