+2,050.5%
OXY vs LNG
+1,108.4%
+942.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +0.6% | -6.7% | +7.4% | +1.1% |
| 30D | +4.5% | +3.9% | +0.7% | +4.2% |
| 3M | +8.9% | +15.5% | -6.6% | +7.8% |
| 6M | +12.5% | +10.5% | +1.9% | +11.7% |
| YTD | +50.5% | +43.0% | +7.5% | +46.9% |
| 1Y | +38.6% | +18.9% | +19.7% | +37.0% |
| 3Y | -1.2% | +74.7% | -75.9% | -4.9% |
| 5Y | +161.6% | +231.2% | -69.6% | +142.5% |
| 10Y | +5.3% | +544.5% | -539.2% | -4.7% |
| All | +2,050.5% | +1,108.4% | +942.0% | +1,564.7% |
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 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