-23.3%
ONON vs LNG
+226.3%
-249.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | -5.3% | -4.5% | -0.9% | -4.2% |
| 30D | -13.1% | +4.7% | -17.8% | -14.3% |
| 3M | -29.3% | +15.1% | -44.5% | -32.5% |
| 6M | -34.5% | +13.6% | -48.1% | -38.0% |
| YTD | -42.2% | +44.0% | -86.2% | -49.7% |
| 1Y | -37.3% | +18.4% | -55.7% | -41.6% |
| 3Y | -9.3% | +75.9% | -85.1% | -28.1% |
| All | -23.3% | +226.3% | -249.5% | -50.0% |
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