+403.4%
JBL vs LTH
+152.0%
+251.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.1% |
| 7D | +4.0% | -4.0% | +8.0% | +5.0% |
| 30D | -7.5% | -1.7% | -5.8% | -7.2% |
| 3M | -14.1% | +28.0% | -42.0% | -19.4% |
| 6M | +25.9% | +54.1% | -28.2% | +12.6% |
| YTD | +36.7% | +57.1% | -20.4% | +21.2% |
| 1Y | +49.0% | +45.8% | +3.2% | +34.1% |
| 3Y | +191.8% | +157.6% | +34.2% | +124.1% |
| All | +403.4% | +152.0% | +251.5% | +253.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling