+32.2%
JD vs LII
+172.8%
-140.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.9% |
| 7D | +0.4% | -2.3% | +2.7% | +1.0% |
| 30D | +4.2% | -1.7% | +5.9% | +4.3% |
| 3M | -12.8% | -18.3% | +5.5% | -7.8% |
| 6M | -8.8% | -32.3% | +23.5% | +0.1% |
| YTD | +0.5% | -27.1% | +27.6% | +6.5% |
| 1Y | -8.8% | -27.2% | +18.4% | -3.4% |
| 3Y | +18.6% | -8.9% | +27.5% | +10.1% |
| 5Y | -62.2% | +19.7% | -81.9% | -69.3% |
| 10Y | +32.2% | +168.9% | -136.7% | -25.8% |
| All | +32.2% | +172.8% | -140.6% | -25.8% |
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