+54.3%
JD vs LH
+300.2%
-245.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +2.4% |
| 7D | -1.7% | -2.5% | +0.8% | -0.8% |
| 30D | -13.2% | +4.3% | -17.5% | -14.6% |
| 3M | -3.2% | +25.5% | -28.7% | -11.4% |
| 6M | +15.2% | +17.0% | -1.7% | +7.9% |
| YTD | +2.0% | +31.3% | -29.3% | -8.9% |
| 1Y | -5.4% | +20.0% | -25.3% | -12.9% |
| 3Y | -9.1% | +63.9% | -73.0% | -27.5% |
| 5Y | -59.6% | +30.9% | -90.5% | -65.2% |
| 10Y | +26.2% | +191.4% | -165.1% | -27.3% |
| All | +54.3% | +300.2% | -245.9% | -22.4% |
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