+186.7%
JCI vs LNG
+85.6%
+101.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.0% | -2.2% |
| 7D | +3.2% | +11.3% | -8.1% | +1.1% |
| 30D | -8.6% | +10.6% | -19.2% | -10.3% |
| 3M | -7.7% | +16.1% | -23.9% | -10.5% |
| 6M | -2.6% | +29.6% | -32.1% | -7.8% |
| YTD | +17.4% | +60.3% | -43.0% | +2.5% |
| 1Y | +16.9% | +46.1% | -29.2% | +5.0% |
| 3Y | +186.7% | +85.9% | +100.8% | +145.0% |
| All | +186.7% | +85.6% | +101.1% | +145.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling