+21.5%
JD vs LII
+168.6%
-147.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.7% | +1.5% |
| 7D | -1.7% | -0.7% | -0.9% | -1.5% |
| 30D | -13.2% | -12.6% | -0.5% | -9.7% |
| 3M | -3.2% | -24.4% | +21.3% | +3.4% |
| 6M | +15.2% | -28.7% | +43.9% | +24.7% |
| YTD | +2.0% | -19.1% | +21.1% | +5.3% |
| 1Y | -5.4% | -29.7% | +24.3% | +2.0% |
| 3Y | -9.1% | +4.8% | -13.9% | -19.1% |
| 5Y | -59.6% | +24.6% | -84.2% | -67.3% |
| All | +21.5% | +168.6% | -147.1% | -30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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