+388.3%
JBL vs LH
+23.7%
+364.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.4% | +1.7% | -1.4% |
| 7D | -1.0% | -7.4% | +6.4% | +1.3% |
| 30D | -15.1% | -4.6% | -10.5% | -13.9% |
| 3M | -14.0% | +14.5% | -28.6% | -17.9% |
| 6M | +20.6% | +14.8% | +5.8% | +14.9% |
| YTD | +32.9% | +23.3% | +9.6% | +23.2% |
| 1Y | +40.5% | +13.6% | +26.9% | +33.7% |
| 3Y | +183.7% | +56.3% | +127.4% | +133.5% |
| 5Y | +388.3% | +25.2% | +363.1% | +313.2% |
| All | +388.3% | +23.7% | +364.7% | +313.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling