+17,990.9%
SBUX vs LNG
+1,108.4%
+16,882.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -6.3% | -6.7% | +0.5% | -6.0% |
| 30D | -3.9% | +3.9% | -7.7% | -4.0% |
| 3M | +3.3% | +15.5% | -12.2% | +2.6% |
| 6M | +1.4% | +10.5% | -9.1% | +0.9% |
| YTD | +21.0% | +43.0% | -22.0% | +18.9% |
| 1Y | +22.4% | +18.9% | +3.5% | +21.3% |
| 3Y | +13.2% | +74.7% | -61.4% | +10.2% |
| 5Y | -5.2% | +231.2% | -236.4% | -10.5% |
| 10Y | +128.3% | +544.5% | -416.2% | +108.5% |
| All | +17,990.9% | +1,108.4% | +16,882.5% | +13,479.7% |
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