-57.1%
JD vs LII
+19.9%
-77.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.0% | +3.6% | +2.1% |
| 7D | +13.4% | -0.6% | +14.0% | +13.5% |
| 30D | +7.7% | -4.6% | +12.3% | +8.6% |
| 3M | -11.3% | -21.2% | +9.9% | -6.3% |
| 6M | -5.1% | -36.4% | +31.3% | +4.3% |
| YTD | +5.0% | -28.9% | +34.0% | +10.6% |
| 1Y | -5.6% | -29.5% | +23.9% | -0.5% |
| 3Y | +17.8% | -8.6% | +26.3% | +6.0% |
| All | -57.1% | +19.9% | -77.0% | -66.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling