+31.5%
OXY vs LNG
+23.0%
+8.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.2% |
| 7D | +1.6% | +3.4% | -1.8% | -0.8% |
| 30D | +11.6% | +14.9% | -3.3% | +1.0% |
| 3M | +2.8% | +21.4% | -18.6% | -10.3% |
| 6M | +13.0% | +17.8% | -4.8% | +0.7% |
| YTD | +47.4% | +51.3% | -3.9% | +9.8% |
| 1Y | +31.5% | +24.4% | +7.0% | +18.5% |
| All | +31.5% | +23.0% | +8.4% | +18.5% |
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