+24.4%
LNG vs ROKU
+57.7%
-33.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.3% |
| 7D | +3.4% | -1.3% | +4.7% | +3.4% |
| 30D | +14.9% | +5.9% | +9.0% | +15.1% |
| 3M | +21.4% | +23.9% | -2.5% | +22.1% |
| 6M | +17.8% | +59.6% | -41.8% | +19.2% |
| YTD | +51.3% | +43.4% | +7.9% | +51.7% |
| 1Y | +24.4% | +60.2% | -35.7% | +24.5% |
| All | +24.4% | +57.7% | -33.3% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 ROKU 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