+197.3%
JBL vs LH
+58.7%
+138.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.5% | +3.6% | +4.7% |
| 7D | +2.4% | -4.7% | +7.1% | +3.4% |
| 30D | -13.1% | -3.5% | -9.6% | -12.6% |
| 3M | -15.6% | +17.7% | -33.3% | -18.4% |
| 6M | +24.6% | +15.8% | +8.8% | +20.7% |
| YTD | +39.6% | +25.1% | +14.5% | +32.6% |
| 1Y | +48.6% | +12.5% | +36.1% | +44.8% |
| 3Y | +197.3% | +59.8% | +137.5% | +168.8% |
| All | +197.3% | +58.7% | +138.6% | +168.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling