That whole site is actually a whopping 28.3mb! Holy crap.
All in all, the site took me 47 seconds to load. They are just doing it in a very clever way. They only load the stuff that you are viewing, once that is loaded, it’ll start loading everything else as quick as it can in the background so by the time you start scrolling down, everything is already loaded.
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Simple way to do the trick is by loading resources based on the section position from the visible area on the screen. But, to make the visitor does not need to scrolling and then waiting new resources loaded at the same time, you can set the distance limit to 2 × height of the screen, so, at least the visitor can still see the complete page section down as far as 1 × height of the screen, while the next 1 × screen distance will load the next resources silently: