+681.4%
NFLX vs LNG
+562.2%
+119.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.8% |
| 7D | -1.1% | -4.7% | +3.6% | -0.1% |
| 30D | +4.3% | +3.8% | +0.5% | +3.4% |
| 3M | -4.8% | +16.2% | -20.9% | -7.9% |
| 6M | -18.4% | +11.7% | -30.1% | -20.8% |
| YTD | -17.4% | +44.2% | -61.7% | -24.2% |
| 1Y | -35.7% | +18.6% | -54.3% | -38.5% |
| 3Y | +73.8% | +77.4% | -3.6% | +50.4% |
| 5Y | +29.3% | +232.3% | -203.0% | -3.4% |
| All | +681.4% | +562.2% | +119.2% | +402.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling