+108.8%
JCI vs LNG
+229.3%
-120.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.1% | -1.6% |
| 7D | +0.4% | -4.5% | +4.9% | +1.2% |
| 30D | -7.7% | +4.7% | -12.4% | -8.6% |
| 3M | +2.8% | +15.1% | -12.4% | -0.2% |
| 6M | +7.2% | +13.6% | -6.3% | +3.7% |
| YTD | +20.0% | +44.0% | -24.0% | +10.0% |
| 1Y | +33.3% | +18.4% | +14.9% | +27.4% |
| 3Y | +161.3% | +75.9% | +85.5% | +129.9% |
| 5Y | +108.8% | +231.7% | -122.9% | +61.6% |
| All | +108.8% | +229.3% | -120.5% | +61.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling