+246.0%
ORCL vs LNG
+724.9%
-478.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.0% | -4.5% | -2.0% |
| 7D | -6.5% | -5.5% | -1.0% | -5.6% |
| 30D | -16.6% | +5.7% | -22.3% | -17.5% |
| 3M | -21.6% | +10.7% | -32.3% | -23.2% |
| 6M | -39.4% | +23.1% | -62.4% | -42.1% |
| YTD | -38.7% | +52.4% | -91.1% | -44.4% |
| 1Y | -50.4% | +40.0% | -90.4% | -54.2% |
| 3Y | +8.1% | +76.0% | -67.9% | -5.1% |
| 5Y | +34.5% | +194.7% | -160.2% | +3.9% |
| 10Y | +246.0% | +726.7% | -480.7% | +123.7% |
| All | +246.0% | +724.9% | -478.9% | +123.7% |
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