+27.7%
JCI vs LNG
+42.0%
-14.3%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -6.2% | -0.1% | -6.3% |
| 7D | -10.7% | -1.9% | -8.8% | -10.5% |
| 30D | -10.4% | +6.2% | -16.6% | -9.8% |
| 3M | -8.3% | +13.7% | -22.0% | -7.4% |
| 6M | -2.1% | +7.5% | -9.6% | -1.4% |
| YTD | +18.4% | +51.3% | -32.9% | +12.8% |
| 1Y | +27.7% | +42.6% | -15.0% | +20.8% |
| All | +27.7% | +42.0% | -14.3% | +20.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling