+3,051.5%
NKE vs LNG
+1,119.0%
+1,932.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.3% |
| 3M | -19.1% | +16.2% | -35.2% | -19.5% |
| 6M | -32.6% | +11.7% | -44.3% | -32.9% |
| YTD | -40.7% | +44.2% | -84.9% | -41.5% |
| 1Y | -48.9% | +18.6% | -67.4% | -49.2% |
| 3Y | -59.2% | +77.4% | -136.6% | -60.1% |
| 5Y | -75.3% | +232.3% | -307.6% | -76.4% |
| 10Y | -23.1% | +550.1% | -573.2% | -28.0% |
| All | +3,051.5% | +1,119.0% | +1,932.5% | +2,617.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling