+192.7%
JBL vs LTH
+159.1%
+33.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.3% | +0.9% |
| 7D | +4.4% | +1.5% | +2.9% | +4.0% |
| 30D | -8.4% | -3.1% | -5.4% | -7.9% |
| 3M | -14.2% | +28.1% | -42.3% | -19.3% |
| 6M | +29.6% | +67.4% | -37.8% | +14.7% |
| YTD | +37.1% | +59.8% | -22.7% | +22.1% |
| 1Y | +49.5% | +45.6% | +3.9% | +35.8% |
| 3Y | +192.7% | +162.0% | +30.7% | +146.5% |
| All | +192.7% | +159.1% | +33.6% | +146.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling