+320.3%
JBL vs LTH
+174.8%
+145.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.2% | +4.6% | +1.3% |
| 7D | +10.0% | -4.6% | +14.6% | +11.1% |
| 30D | -18.2% | +14.8% | -33.0% | -21.0% |
| 3M | -29.0% | +3.9% | -32.9% | -29.9% |
| 6M | -25.9% | +35.5% | -61.4% | -31.7% |
| YTD | +14.1% | +71.3% | -57.2% | -1.2% |
| 1Y | +21.7% | +75.7% | -54.0% | +4.6% |
| 3Y | +103.8% | +231.9% | -128.1% | +47.6% |
| 5Y | +310.0% | +130.5% | +179.5% | +184.3% |
| All | +320.3% | +174.8% | +145.5% | +188.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 10y: compounded portfolio wealth divided by compounded LTH 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…
10y analysis · Full analysis span regression · 6 months rolling