+32.3%
JD vs LNG
+813.5%
-781.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.9% | -1.7% |
| 7D | -4.0% | +10.9% | -15.0% | -6.3% |
| 30D | +2.7% | +8.1% | -5.5% | +0.4% |
| 3M | -13.0% | +15.7% | -28.7% | -16.4% |
| 6M | -12.7% | +27.2% | -39.9% | -18.2% |
| YTD | -0.8% | +60.7% | -61.5% | -13.2% |
| 1Y | -8.9% | +46.3% | -55.2% | -18.4% |
| 3Y | +17.0% | +85.6% | -68.6% | -3.0% |
| 5Y | -63.5% | +211.6% | -275.1% | -74.2% |
| All | +32.3% | +813.5% | -781.2% | -28.5% |
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 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