+16.4%
JD vs LNG
+561.0%
-544.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.1% |
| 7D | -2.6% | -4.5% | +1.9% | -1.6% |
| 30D | -15.4% | +4.7% | -20.0% | -16.3% |
| 3M | -5.0% | +15.1% | -20.2% | -8.4% |
| 6M | +0.9% | +13.6% | -12.6% | -3.1% |
| YTD | -2.5% | +44.0% | -46.4% | -12.0% |
| 1Y | -16.0% | +18.4% | -34.4% | -20.4% |
| 3Y | -8.5% | +75.9% | -84.4% | -23.0% |
| 5Y | -61.8% | +231.7% | -293.4% | -73.4% |
| All | +16.4% | +561.0% | -544.6% | -35.6% |
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 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