-61.3%
JD vs LH
+31.5%
-92.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +2.3% |
| 7D | -1.7% | -2.5% | +0.8% | -0.9% |
| 30D | -13.2% | +4.3% | -17.5% | -14.4% |
| 3M | -3.2% | +25.5% | -28.7% | -10.5% |
| 6M | +15.2% | +17.0% | -1.7% | +8.9% |
| YTD | +2.0% | +31.3% | -29.3% | -7.9% |
| 1Y | -5.4% | +20.0% | -25.3% | -12.0% |
| 3Y | -9.1% | +63.9% | -73.0% | -27.5% |
| All | -61.3% | +31.5% | -92.7% | -70.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling