-9.5%
JD vs LII
+5.3%
-14.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.7% | +1.7% |
| 7D | -1.7% | -0.7% | -0.9% | -1.6% |
| 30D | -13.2% | -12.6% | -0.5% | -11.5% |
| 3M | -3.2% | -24.4% | +21.3% | -0.1% |
| 6M | +15.2% | -28.7% | +43.9% | +19.8% |
| YTD | +2.0% | -19.1% | +21.1% | +3.0% |
| 1Y | -5.4% | -29.7% | +24.3% | -1.8% |
| All | -9.5% | +5.3% | -14.8% | -19.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling