+154.6%
JPM vs LNG
+229.3%
-74.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | -2.3% | -4.5% | +2.1% | -1.5% |
| 30D | -2.3% | +4.7% | -7.0% | -3.2% |
| 3M | +14.9% | +15.1% | -0.3% | +11.4% |
| 6M | +23.6% | +13.6% | +10.1% | +19.5% |
| YTD | +11.3% | +44.0% | -32.7% | +1.9% |
| 1Y | +19.9% | +18.4% | +1.5% | +14.6% |
| 3Y | +162.6% | +75.9% | +86.7% | +129.3% |
| 5Y | +154.6% | +231.7% | -77.0% | +90.3% |
| All | +154.6% | +229.3% | -74.7% | +90.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling