+192.5%
JNJ vs LNG
+562.2%
-369.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -3.5% | -4.7% | +1.2% | -3.1% |
| 30D | +2.3% | +3.8% | -1.5% | +2.0% |
| 3M | +12.0% | +16.2% | -4.2% | +10.6% |
| 6M | +10.5% | +11.7% | -1.2% | +9.2% |
| YTD | +30.4% | +44.2% | -13.8% | +26.2% |
| 1Y | +52.1% | +18.6% | +33.6% | +49.6% |
| 3Y | +77.8% | +77.4% | +0.4% | +67.8% |
| 5Y | +82.9% | +232.3% | -149.4% | +59.3% |
| All | +192.5% | +562.2% | -369.7% | +134.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling