+11.8%
SBUX vs LNG
+74.3%
-62.4%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.9% |
| 7D | -6.2% | -4.5% | -1.8% | -5.5% |
| 30D | -6.4% | +4.7% | -11.1% | -7.2% |
| 3M | +1.0% | +15.1% | -14.1% | -1.6% |
| 6M | -0.4% | +13.6% | -14.0% | -3.5% |
| YTD | +20.0% | +44.0% | -24.0% | +9.6% |
| 1Y | +22.8% | +18.4% | +4.4% | +17.8% |
| All | +11.8% | +74.3% | -62.4% | -3.5% |
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