+13.6%
LNG vs JBL
+21.6%
-8.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.8% | +3.4% | +0.3% |
| 7D | -4.5% | -1.0% | -3.5% | -4.6% |
| 30D | +4.7% | -15.1% | +19.7% | +2.5% |
| 3M | +15.1% | -14.0% | +29.2% | +13.1% |
| 6M | +13.6% | +20.6% | -7.1% | +22.3% |
| All | +13.6% | +21.6% | -8.0% | +22.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling