-16.3%
ORLY vs LNG
+23.0%
-39.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.6% |
| 7D | -0.7% | +3.4% | -4.1% | -0.8% |
| 30D | -5.9% | +14.9% | -20.8% | -6.4% |
| 3M | -0.6% | +21.4% | -22.0% | -1.8% |
| 6M | -6.8% | +17.8% | -24.6% | -9.3% |
| YTD | -3.6% | +51.3% | -54.9% | -9.3% |
| 1Y | -16.3% | +24.4% | -40.8% | -20.7% |
| All | -16.3% | +23.0% | -39.4% | -20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling