+48.6%
JBL vs LH
+14.9%
+33.7%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.5% | +3.6% | +4.9% |
| 7D | +2.4% | -4.7% | +7.1% | +2.8% |
| 30D | -13.1% | -3.5% | -9.6% | -12.9% |
| 3M | -15.6% | +17.7% | -33.3% | -16.3% |
| 6M | +24.6% | +15.8% | +8.8% | +23.5% |
| YTD | +39.6% | +25.1% | +14.5% | +37.1% |
| 1Y | +48.6% | +12.5% | +36.1% | +48.3% |
| All | +48.6% | +14.9% | +33.7% | +48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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