+4.9%
ORCL vs LNG
+19.6%
-14.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.7% | +3.2% |
| 7D | +5.3% | +3.4% | +1.8% | +6.7% |
| 30D | +10.0% | +14.9% | -4.9% | +16.1% |
| 3M | -32.6% | +21.4% | -54.0% | -27.5% |
| 6M | +4.9% | +17.8% | -12.9% | +11.6% |
| All | +4.9% | +19.6% | -14.6% | +11.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling