+196.1%
ON vs LNG
+28,940.6%
-28,744.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.4% | -3.6% |
| 7D | +12.2% | +11.3% | +0.9% | +10.6% |
| 30D | -3.1% | +10.6% | -13.8% | -4.6% |
| 3M | -12.9% | +16.1% | -29.0% | -14.8% |
| 6M | -38.6% | +29.6% | -68.1% | -41.2% |
| YTD | +31.2% | +60.3% | -29.1% | +21.3% |
| 1Y | +47.6% | +46.1% | +1.5% | +38.2% |
| 3Y | +6.6% | +85.9% | -79.3% | -4.3% |
| 5Y | +21.3% | +210.8% | -189.6% | +0.6% |
| 10Y | +533.3% | +808.8% | -275.5% | +356.1% |
| All | +196.1% | +28,940.6% | -28,744.6% | +39.8% |
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 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