+368.8%
ORCL vs LNG
+543.8%
-175.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +10.9% | -6.7% | +17.6% | +12.2% |
| 30D | +7.0% | +3.9% | +3.1% | +6.1% |
| 3M | -21.2% | +15.5% | -36.7% | -23.8% |
| 6M | +7.4% | +10.5% | -3.1% | +4.2% |
| YTD | -16.3% | +43.0% | -59.2% | -23.1% |
| 1Y | -32.3% | +18.9% | -51.2% | -35.4% |
| 3Y | +32.6% | +74.7% | -42.1% | +16.4% |
| 5Y | +93.1% | +231.2% | -138.1% | +44.8% |
| 10Y | +368.8% | +544.5% | -175.7% | +206.7% |
| All | +368.8% | +543.8% | -175.0% | +206.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling