-21.7%
ONON vs LNG
+226.8%
-248.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +2.0% |
| 7D | -2.1% | -4.7% | +2.6% | -0.9% |
| 30D | -11.6% | +3.8% | -15.4% | -12.6% |
| 3M | -30.1% | +16.2% | -46.3% | -33.3% |
| 6M | -30.5% | +11.7% | -42.2% | -33.7% |
| YTD | -41.0% | +44.2% | -85.2% | -48.6% |
| 1Y | -36.7% | +18.6% | -55.3% | -41.0% |
| 3Y | -8.6% | +77.4% | -86.0% | -27.8% |
| All | -21.7% | +226.8% | -248.5% | -48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling