+147.9%
OXY vs LNG
+228.1%
-80.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | +2.8% | -4.7% | +7.5% | +5.8% |
| 30D | +5.5% | +3.8% | +1.6% | +2.7% |
| 3M | +11.3% | +16.2% | -4.9% | +1.0% |
| 6M | +11.6% | +11.7% | -0.1% | +3.5% |
| YTD | +51.6% | +44.2% | +7.4% | +19.9% |
| 1Y | +36.2% | +18.6% | +17.6% | +21.6% |
| 3Y | +1.7% | +77.4% | -75.7% | -33.1% |
| All | +147.9% | +228.1% | -80.2% | -3.2% |
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