+361.0%
ORLY vs LNG
+562.2%
-201.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -2.4% | -4.7% | +2.3% | -1.7% |
| 30D | -6.8% | +3.8% | -10.6% | -7.3% |
| 3M | -4.8% | +16.2% | -20.9% | -7.1% |
| 6M | -9.1% | +11.7% | -20.8% | -11.1% |
| YTD | -5.9% | +44.2% | -50.1% | -11.8% |
| 1Y | -20.4% | +18.6% | -39.0% | -23.0% |
| 3Y | +36.6% | +77.4% | -40.8% | +22.0% |
| 5Y | +117.3% | +232.3% | -114.9% | +67.5% |
| All | +361.0% | +562.2% | -201.2% | +202.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling