-27.5%
ON vs LNG
+73.1%
-100.5%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -1.9% | -6.7% | +4.9% | -1.7% |
| 30D | -11.0% | +3.9% | -14.9% | -11.1% |
| 3M | -39.3% | +15.5% | -54.8% | -39.7% |
| 6M | +19.8% | +10.5% | +9.3% | +18.3% |
| YTD | +31.1% | +43.0% | -11.9% | +21.8% |
| 1Y | +46.0% | +18.9% | +27.1% | +41.9% |
| All | -27.5% | +73.1% | -100.5% | -38.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling