+18.9%
JD vs LEN
-25.9%
+44.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | -4.1% | -5.8% | +1.7% | -3.2% |
| 30D | +4.6% | +13.7% | -9.1% | +1.9% |
| 3M | -4.7% | -3.9% | -0.9% | -4.5% |
| 6M | -17.4% | -0.4% | -17.0% | -18.4% |
| YTD | +0.7% | -16.8% | +17.6% | +3.0% |
| 1Y | -5.9% | -29.5% | +23.6% | +0.4% |
| 3Y | +18.9% | -25.6% | +44.5% | +19.4% |
| All | +18.9% | -25.9% | +44.7% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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