+9,872.1%
ORCL vs LNG
+1,150.8%
+8,721.3%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.7% | +0.4% | +3.0% |
| 7D | +0.5% | -8.4% | +8.8% | +0.9% |
| 30D | -15.3% | +2.7% | -17.9% | -15.4% |
| 3M | -18.2% | +11.7% | -30.0% | -18.7% |
| 6M | -38.4% | +19.5% | -57.9% | -39.1% |
| YTD | -37.7% | +48.0% | -85.7% | -39.1% |
| 1Y | -49.3% | +38.4% | -87.6% | -50.2% |
| 3Y | +10.6% | +71.9% | -61.2% | +7.3% |
| 5Y | +35.5% | +179.9% | -144.4% | +27.7% |
| 10Y | +251.6% | +700.5% | -448.9% | +212.9% |
| All | +9,872.1% | +1,150.8% | +8,721.3% | +6,198.4% |
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 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