+18.6%
LNG vs JBL
+47.2%
-28.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.0% | -4.9% | +0.6% |
| 7D | -4.7% | +2.4% | -7.1% | -4.5% |
| 30D | +3.8% | -13.1% | +16.9% | +2.6% |
| 3M | +16.2% | -15.6% | +31.7% | +14.7% |
| 6M | +11.7% | +24.6% | -12.9% | +13.8% |
| YTD | +44.2% | +39.6% | +4.6% | +47.1% |
| 1Y | +18.6% | +48.6% | -30.0% | +21.5% |
| All | +18.6% | +47.2% | -28.6% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 1y: compounded portfolio wealth divided by compounded JBL 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…
1y analysis · Full analysis span regression · 6 months rolling