+497.1%
LNG vs JAAA
+29.4%
+467.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | -4.7% | +0.1% | -4.8% | -4.8% |
| 30D | +3.8% | +0.5% | +3.3% | +3.1% |
| 3M | +16.2% | +1.3% | +14.9% | +14.2% |
| 6M | +11.7% | +2.8% | +8.9% | +7.6% |
| YTD | +44.2% | +3.3% | +40.9% | +38.0% |
| 1Y | +18.6% | +4.9% | +13.6% | +10.9% |
| 3Y | +77.4% | +19.0% | +58.4% | +54.4% |
| 5Y | +232.3% | +26.9% | +205.4% | +185.3% |
| All | +497.1% | +29.4% | +467.7% | +379.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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