+13.6%
LNG vs ROKU
+53.9%
-40.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.8% |
| 7D | -4.5% | -2.6% | -1.8% | -4.8% |
| 30D | +4.7% | +2.1% | +2.5% | +4.9% |
| 3M | +15.1% | +31.8% | -16.6% | +19.3% |
| 6M | +13.6% | +53.3% | -39.7% | +23.2% |
| All | +13.6% | +53.9% | -40.3% | +23.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling