+590.9%
JPM vs LNG
+562.2%
+28.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -0.7% | -4.7% | +4.0% | +0.8% |
| 30D | -2.5% | +3.8% | -6.3% | -3.7% |
| 3M | +14.1% | +16.2% | -2.0% | +8.3% |
| 6M | +25.1% | +11.7% | +13.4% | +19.2% |
| YTD | +12.1% | +44.2% | -32.1% | -2.0% |
| 1Y | +18.8% | +18.6% | +0.2% | +10.6% |
| 3Y | +163.4% | +77.4% | +86.0% | +110.3% |
| 5Y | +156.5% | +232.3% | -75.7% | +53.7% |
| All | +590.9% | +562.2% | +28.7% | +206.4% |
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