-6.3%
JD vs LNG
+76.4%
-82.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.5% | +3.4% | -1.3% |
| 7D | -0.8% | -6.2% | +5.4% | 0.0% |
| 30D | -16.0% | +8.0% | -24.0% | -16.9% |
| 3M | -3.2% | +16.9% | -20.1% | -5.4% |
| 6M | +6.1% | +8.7% | -2.6% | +3.7% |
| YTD | -0.1% | +43.0% | -43.1% | -8.0% |
| 1Y | -12.7% | +19.4% | -32.2% | -16.3% |
| 3Y | -6.3% | +74.7% | -81.0% | -22.3% |
| All | -6.3% | +76.4% | -82.7% | -22.3% |
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