+209.9%
ON vs LNG
+27,303.4%
-27,093.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | +2.4% | +3.4% | -1.0% | +1.9% |
| 30D | -3.3% | +14.9% | -18.2% | -5.3% |
| 3M | -43.6% | +21.4% | -65.0% | -45.4% |
| 6M | +19.0% | +17.8% | +1.1% | +15.1% |
| YTD | +37.4% | +51.3% | -13.9% | +28.1% |
| 1Y | +54.8% | +24.4% | +30.3% | +48.4% |
| 3Y | -25.2% | +79.7% | -104.8% | -32.5% |
| 5Y | +62.7% | +241.3% | -178.6% | +33.2% |
| 10Y | +574.3% | +603.1% | -28.8% | +401.0% |
| All | +209.9% | +27,303.4% | -27,093.5% | +47.6% |
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 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