+18.6%
JD vs LNG
+83.1%
-64.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.8% | -5.4% | -2.0% |
| 7D | +0.4% | +4.5% | -4.1% | 0.0% |
| 30D | +4.2% | +8.0% | -3.8% | +2.9% |
| 3M | -12.8% | +15.0% | -27.7% | -14.7% |
| 6M | -8.8% | +27.1% | -35.8% | -12.3% |
| YTD | +0.5% | +58.1% | -57.6% | -9.7% |
| 1Y | -8.8% | +45.0% | -53.7% | -16.2% |
| All | +18.6% | +83.1% | -64.5% | -6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling