-74.7%
NKE vs LNG
+228.1%
-302.8%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -4.2% | -4.7% | +0.5% | -3.5% |
| 30D | -8.2% | +3.8% | -12.0% | -8.7% |
| 3M | -19.1% | +16.2% | -35.2% | -21.1% |
| 6M | -32.6% | +11.7% | -44.3% | -34.1% |
| YTD | -40.7% | +44.2% | -84.9% | -44.8% |
| 1Y | -48.9% | +18.6% | -67.4% | -50.6% |
| 3Y | -59.2% | +77.4% | -136.6% | -64.3% |
| All | -74.7% | +228.1% | -302.8% | -80.6% |
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