+119.2%
ORLY vs LNG
+228.1%
-109.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -2.4% | -4.7% | +2.3% | -2.0% |
| 30D | -6.8% | +3.8% | -10.6% | -7.1% |
| 3M | -4.8% | +16.2% | -20.9% | -6.1% |
| 6M | -9.1% | +11.7% | -20.8% | -10.3% |
| YTD | -5.9% | +44.2% | -50.1% | -9.4% |
| 1Y | -20.4% | +18.6% | -39.0% | -22.0% |
| 3Y | +36.6% | +77.4% | -40.8% | +28.2% |
| All | +119.2% | +228.1% | -109.0% | +88.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling