+31.5%
ORCL vs LNG
+86.5%
-55.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.7% | +3.0% |
| 7D | +5.3% | +3.4% | +1.8% | +4.8% |
| 30D | +10.0% | +14.9% | -4.9% | +7.7% |
| 3M | -32.6% | +21.4% | -54.0% | -35.0% |
| 6M | +4.9% | +17.8% | -12.9% | +0.6% |
| YTD | -17.8% | +51.3% | -69.0% | -26.9% |
| 1Y | -28.0% | +24.4% | -52.4% | -32.0% |
| All | +31.5% | +86.5% | -55.0% | +17.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling