+6,247.4%
JNJ vs LNG
+1,108.4%
+5,139.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.7% | -0.8% |
| 7D | -3.0% | -6.7% | +3.8% | -2.8% |
| 30D | +2.5% | +3.9% | -1.3% | +2.4% |
| 3M | +13.2% | +15.5% | -2.3% | +12.9% |
| 6M | +11.3% | +10.5% | +0.8% | +11.0% |
| YTD | +31.1% | +43.0% | -11.8% | +30.1% |
| 1Y | +54.3% | +18.9% | +35.5% | +53.7% |
| 3Y | +81.1% | +74.7% | +6.5% | +78.7% |
| 5Y | +82.7% | +231.2% | -148.5% | +77.5% |
| 10Y | +196.5% | +544.5% | -348.0% | +182.8% |
| All | +6,247.4% | +1,108.4% | +5,139.0% | +5,206.1% |
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