-59.2%
NKE vs LNG
+74.6%
-133.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -4.2% | -4.7% | +0.5% | -4.0% |
| 30D | -8.2% | +3.8% | -12.0% | -8.4% |
| 3M | -19.1% | +16.2% | -35.2% | -19.8% |
| 6M | -32.6% | +11.7% | -44.3% | -33.1% |
| YTD | -40.7% | +44.2% | -84.9% | -42.8% |
| 1Y | -48.9% | +18.6% | -67.4% | -49.6% |
| 3Y | -59.2% | +77.4% | -136.6% | -61.1% |
| All | -59.2% | +74.6% | -133.8% | -61.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling