+94.3%
ORCL vs LNG
+218.5%
-124.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.5% | +7.8% | +3.0% |
| 7D | +15.0% | -6.2% | +21.2% | +15.9% |
| 30D | +10.5% | +8.0% | +2.5% | +9.2% |
| 3M | -23.0% | +16.9% | -39.9% | -25.2% |
| 6M | +7.0% | +8.7% | -1.7% | +4.6% |
| YTD | -15.8% | +43.0% | -58.8% | -22.1% |
| 1Y | -31.1% | +19.4% | -50.5% | -33.9% |
| 3Y | +33.3% | +74.7% | -41.4% | +20.3% |
| 5Y | +94.3% | +222.4% | -128.1% | +55.8% |
| All | +94.3% | +218.5% | -124.2% | +55.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling