+34.4%
JD vs LH
+261.9%
-227.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.7% |
| 7D | -4.1% | +1.1% | -5.2% | -4.5% |
| 30D | +4.6% | +16.7% | -12.1% | -1.1% |
| 3M | -4.7% | +15.1% | -19.8% | -9.6% |
| 6M | -17.4% | +46.3% | -63.7% | -28.2% |
| YTD | +0.7% | +48.8% | -48.1% | -13.6% |
| 1Y | -5.9% | +39.7% | -45.6% | -17.4% |
| 3Y | +18.9% | +87.0% | -68.2% | -8.4% |
| 5Y | -62.9% | +53.0% | -115.9% | -69.7% |
| All | +34.4% | +261.9% | -227.5% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 10y: compounded portfolio wealth divided by compounded LH 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…
10y analysis · Full analysis span regression · 6 months rolling