+54.3%
JD vs LNG
+421.6%
-367.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.8% |
| 7D | -1.7% | +3.4% | -5.1% | -2.5% |
| 30D | -13.2% | +14.9% | -28.0% | -16.0% |
| 3M | -3.2% | +21.4% | -24.6% | -7.7% |
| 6M | +15.2% | +17.8% | -2.6% | +9.8% |
| YTD | +2.0% | +51.3% | -49.3% | -8.8% |
| 1Y | -5.4% | +24.4% | -29.8% | -11.3% |
| 3Y | -9.1% | +79.7% | -88.8% | -23.4% |
| 5Y | -59.6% | +241.3% | -300.9% | -71.7% |
| 10Y | +26.2% | +603.1% | -576.9% | -28.4% |
| All | +54.3% | +421.6% | -367.3% | -5.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling