+2,359.5%
JCI vs LNG
+1,108.4%
+1,251.0%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +4.1% | -6.7% | +10.8% | +4.4% |
| 30D | -3.8% | +3.9% | -7.7% | -4.0% |
| 3M | -1.6% | +15.5% | -17.2% | -2.4% |
| 6M | +9.5% | +10.5% | -1.0% | +8.8% |
| YTD | +21.7% | +43.0% | -21.2% | +19.4% |
| 1Y | +37.1% | +18.9% | +18.3% | +35.7% |
| 3Y | +165.2% | +74.7% | +90.5% | +157.2% |
| 5Y | +110.3% | +231.2% | -120.9% | +97.1% |
| 10Y | +341.0% | +544.5% | -203.5% | +298.9% |
| All | +2,359.5% | +1,108.4% | +1,251.0% | +1,601.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling