+42,174.6%
JBL vs LH
+799.0%
+41,375.6%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.7% |
| 7D | +4.4% | -0.8% | +5.2% | +4.6% |
| 30D | -8.4% | +2.0% | -10.4% | -9.0% |
| 3M | -14.2% | +24.3% | -38.4% | -19.1% |
| 6M | +29.6% | +21.1% | +8.6% | +22.8% |
| YTD | +37.1% | +30.4% | +6.6% | +27.2% |
| 1Y | +49.5% | +18.4% | +31.1% | +41.9% |
| 3Y | +192.7% | +65.5% | +127.2% | +152.1% |
| 5Y | +411.3% | +29.9% | +381.5% | +365.6% |
| 10Y | +1,447.6% | +186.6% | +1,261.0% | +1,049.6% |
| All | +42,174.6% | +799.0% | +41,375.6% | +20,475.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling