+59.0%
JD vs LH
+348.8%
-289.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.3% |
| 7D | +13.4% | +1.4% | +11.9% | +12.7% |
| 30D | +7.7% | +17.5% | -9.8% | +1.2% |
| 3M | -11.3% | +16.1% | -27.3% | -16.4% |
| 6M | -5.1% | +43.4% | -48.5% | -17.8% |
| YTD | +5.0% | +47.2% | -42.2% | -10.4% |
| 1Y | -5.6% | +50.1% | -55.8% | -20.3% |
| 3Y | +17.8% | +81.2% | -63.4% | -9.6% |
| 5Y | -57.2% | +63.7% | -120.9% | -66.3% |
| 10Y | +34.8% | +269.2% | -234.4% | -30.3% |
| All | +59.0% | +348.8% | -289.8% | -23.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling