+32.5%
JD vs LH
+267.5%
-235.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | 0.0% | -0.2% |
| 7D | +5.2% | +4.8% | +0.4% | +3.5% |
| 30D | +4.5% | +18.8% | -14.3% | -1.8% |
| 3M | -15.4% | +15.7% | -31.1% | -19.9% |
| 6M | -6.0% | +46.7% | -52.7% | -18.5% |
| YTD | +2.2% | +48.9% | -46.8% | -12.3% |
| 1Y | -6.7% | +43.5% | -50.1% | -18.8% |
| 3Y | +20.5% | +86.9% | -66.4% | -7.1% |
| 5Y | -58.4% | +60.4% | -118.8% | -66.5% |
| 10Y | +32.5% | +260.7% | -228.2% | -21.1% |
| All | +32.5% | +267.5% | -235.0% | -21.1% |
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