+52.1%
JD vs LNG
+445.2%
-393.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.8% | -5.4% | -2.5% |
| 7D | +0.4% | +4.5% | -4.1% | -0.7% |
| 30D | +4.2% | +8.0% | -3.8% | +1.9% |
| 3M | -12.8% | +15.0% | -27.7% | -16.0% |
| 6M | -8.8% | +27.1% | -35.8% | -14.5% |
| YTD | +0.5% | +58.1% | -57.6% | -11.5% |
| 1Y | -8.8% | +45.0% | -53.7% | -17.9% |
| 3Y | +18.6% | +82.6% | -64.1% | -0.7% |
| 5Y | -62.2% | +206.8% | -269.1% | -72.8% |
| 10Y | +32.2% | +796.3% | -764.1% | -29.3% |
| All | +52.1% | +445.2% | -393.1% | -8.0% |
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