+9,721.4%
ORCL vs LNG
+1,188.2%
+8,533.2%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.0% | -4.5% | -1.7% |
| 7D | -6.5% | -5.5% | -1.0% | -6.2% |
| 30D | -16.6% | +5.7% | -22.3% | -16.8% |
| 3M | -21.6% | +10.7% | -32.3% | -22.1% |
| 6M | -39.4% | +23.1% | -62.4% | -40.1% |
| YTD | -38.7% | +52.4% | -91.1% | -40.1% |
| 1Y | -50.4% | +40.0% | -90.4% | -51.3% |
| 3Y | +8.1% | +76.0% | -67.9% | +4.7% |
| 5Y | +34.5% | +194.7% | -160.1% | +26.5% |
| 10Y | +246.0% | +726.7% | -480.7% | +207.4% |
| All | +9,721.4% | +1,188.2% | +8,533.2% | +6,094.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling