-6.7%
SBUX vs LNG
+228.1%
-234.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | -5.5% | -4.7% | -0.8% | -4.7% |
| 30D | -8.5% | +3.8% | -12.3% | -9.1% |
| 3M | -2.9% | +16.2% | -19.1% | -5.8% |
| 6M | -1.5% | +11.7% | -13.2% | -4.3% |
| YTD | +19.4% | +44.2% | -24.8% | +9.7% |
| 1Y | +22.9% | +18.6% | +4.4% | +17.8% |
| 3Y | +11.3% | +77.4% | -66.1% | -3.0% |
| All | -6.7% | +228.1% | -234.9% | -26.4% |
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