-8.9%
JD vs LNG
+47.4%
-56.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.9% | -1.1% |
| 7D | -4.0% | +10.9% | -15.0% | -3.0% |
| 30D | +2.7% | +8.1% | -5.5% | +3.3% |
| 3M | -13.0% | +15.7% | -28.7% | -12.1% |
| 6M | -12.7% | +27.2% | -39.9% | -11.3% |
| YTD | -0.8% | +60.7% | -61.5% | -1.4% |
| 1Y | -8.9% | +46.3% | -55.2% | -10.1% |
| All | -8.9% | +47.4% | -56.3% | -10.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling