+21.7%
JBL vs LTH
+77.7%
-56.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.2% | +4.6% | +0.8% |
| 7D | +10.0% | -4.6% | +14.6% | +10.4% |
| 30D | -18.2% | +14.8% | -33.0% | -19.8% |
| 3M | -29.0% | +3.9% | -32.9% | -29.3% |
| 6M | -25.9% | +35.5% | -61.4% | -30.9% |
| YTD | +14.1% | +71.3% | -57.2% | +2.0% |
| 1Y | +21.7% | +75.7% | -54.0% | +7.9% |
| All | +21.7% | +77.7% | -56.0% | +7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling