+55.0%
JD vs LH
+355.2%
-300.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -3.9% | -3.0% |
| 7D | +7.9% | +4.6% | +3.3% | +6.1% |
| 30D | +4.8% | +19.1% | -14.4% | -2.1% |
| 3M | -13.9% | +16.7% | -30.7% | -19.1% |
| 6M | -5.8% | +47.0% | -52.8% | -19.1% |
| YTD | +2.4% | +49.3% | -46.9% | -13.1% |
| 1Y | -7.5% | +48.6% | -56.2% | -21.5% |
| 3Y | +20.9% | +87.8% | -67.0% | -8.6% |
| 5Y | -58.0% | +65.0% | -123.1% | -67.0% |
| 10Y | +28.9% | +275.0% | -246.1% | -33.7% |
| All | +55.0% | +355.2% | -300.3% | -26.0% |
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 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