+16.4%
JD vs LH
+179.1%
-162.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.4% | +4.5% | +1.6% |
| 7D | -2.6% | -7.4% | +4.8% | 0.0% |
| 30D | -15.4% | -4.6% | -10.8% | -14.0% |
| 3M | -5.0% | +14.5% | -19.5% | -9.7% |
| 6M | +0.9% | +14.8% | -13.9% | -4.4% |
| YTD | -2.5% | +23.3% | -25.8% | -10.3% |
| 1Y | -16.0% | +13.6% | -29.6% | -20.7% |
| 3Y | -8.5% | +56.3% | -64.9% | -24.6% |
| 5Y | -61.8% | +25.2% | -87.0% | -66.3% |
| All | +16.4% | +179.1% | -162.7% | -23.5% |
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