-61.6%
JD vs LNG
+222.3%
-283.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.4% | -2.5% |
| 7D | -3.0% | -6.7% | +3.8% | -1.8% |
| 30D | -19.3% | +3.9% | -23.2% | -19.9% |
| 3M | -6.0% | +15.5% | -21.5% | -8.7% |
| 6M | +1.8% | +10.5% | -8.7% | -1.1% |
| YTD | -2.6% | +43.0% | -45.5% | -10.8% |
| 1Y | -17.4% | +18.9% | -36.3% | -21.2% |
| 3Y | -8.6% | +74.7% | -83.3% | -21.8% |
| 5Y | -61.6% | +231.2% | -292.8% | -70.5% |
| All | -61.6% | +222.3% | -283.9% | -70.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling