+402.1%
JBL vs LTH
+160.9%
+241.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | +3.0% | -0.6% | +3.7% | +3.1% |
| 30D | -8.3% | -4.6% | -3.7% | -7.4% |
| 3M | -16.9% | +32.8% | -49.7% | -22.8% |
| 6M | +21.8% | +64.6% | -42.9% | +7.2% |
| YTD | +36.3% | +62.6% | -26.3% | +19.9% |
| 1Y | +49.5% | +49.9% | -0.4% | +33.7% |
| 3Y | +170.6% | +151.3% | +19.3% | +109.3% |
| All | +402.1% | +160.9% | +241.3% | +249.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling