-8.5%
NFLX vs LNG
+211.7%
-220.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.6% | -0.8% |
| 7D | -2.0% | +11.3% | -13.3% | -4.0% |
| 30D | -11.9% | +10.6% | -22.6% | -14.0% |
| 3M | -20.6% | +16.1% | -36.7% | -23.3% |
| 6M | -29.0% | +29.6% | -58.6% | -33.3% |
| YTD | -33.7% | +60.3% | -94.0% | -41.0% |
| 1Y | -46.2% | +46.1% | -92.3% | -51.0% |
| 3Y | +39.8% | +85.9% | -46.2% | +18.0% |
| All | -8.5% | +211.7% | -220.2% | -34.1% |
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