+37,904.4%
ORLY vs LNG
+1,116.8%
+36,787.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.7% |
| 7D | -2.1% | -4.5% | +2.3% | -2.0% |
| 30D | -7.6% | +4.7% | -12.3% | -7.8% |
| 3M | -5.5% | +15.1% | -20.6% | -6.0% |
| 6M | -9.7% | +13.6% | -23.3% | -10.2% |
| YTD | -6.2% | +44.0% | -50.2% | -7.6% |
| 1Y | -18.6% | +18.4% | -37.0% | -19.3% |
| 3Y | +33.8% | +75.9% | -42.0% | +30.7% |
| 5Y | +116.5% | +231.7% | -115.1% | +105.9% |
| 10Y | +361.0% | +549.0% | -187.9% | +325.6% |
| All | +37,904.4% | +1,116.8% | +36,787.6% | +28,953.0% |
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