-28.0%
ORCL vs LNG
+23.0%
-51.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.7% | +3.2% |
| 7D | +5.3% | +3.4% | +1.8% | +6.1% |
| 30D | +10.0% | +14.9% | -4.9% | +13.4% |
| 3M | -32.6% | +21.4% | -54.0% | -30.0% |
| 6M | +4.9% | +17.8% | -12.9% | +6.2% |
| YTD | -17.8% | +51.3% | -69.0% | -16.3% |
| 1Y | -28.0% | +24.4% | -52.4% | -22.6% |
| All | -28.0% | +23.0% | -51.0% | -22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling