+340.5%
JCI vs LNG
+562.2%
-221.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.1% | +2.2% |
| 7D | +0.7% | -4.7% | +5.4% | +1.9% |
| 30D | -4.4% | +3.8% | -8.3% | -5.5% |
| 3M | +1.7% | +16.2% | -14.5% | -2.8% |
| 6M | +8.8% | +11.7% | -2.9% | +4.4% |
| YTD | +22.6% | +44.2% | -21.6% | +9.2% |
| 1Y | +36.2% | +18.6% | +17.6% | +28.1% |
| 3Y | +168.0% | +77.4% | +90.6% | +121.9% |
| 5Y | +113.5% | +232.3% | -118.8% | +40.1% |
| All | +340.5% | +562.2% | -221.7% | +126.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling