+7,328.4%
JPM vs LNG
+1,108.8%
+6,219.6%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.5% | +4.0% | -1.1% |
| 7D | -0.4% | -6.2% | +5.8% | -0.1% |
| 30D | -1.1% | +8.0% | -9.1% | -1.5% |
| 3M | +14.1% | +16.9% | -2.8% | +13.1% |
| 6M | +23.3% | +8.7% | +14.6% | +22.6% |
| YTD | +11.3% | +43.0% | -31.7% | +9.0% |
| 1Y | +23.0% | +19.4% | +3.6% | +21.6% |
| 3Y | +162.6% | +74.7% | +87.8% | +154.1% |
| 5Y | +152.8% | +222.4% | -69.7% | +136.2% |
| 10Y | +583.6% | +532.2% | +51.4% | +515.7% |
| All | +7,328.4% | +1,108.8% | +6,219.6% | +5,419.7% |
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