+56.4%
JD vs LII
+389.4%
-333.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.8% | +6.1% | +4.2% |
| 7D | +11.7% | +0.2% | +11.6% | +11.6% |
| 30D | +8.1% | -4.6% | +12.7% | +9.3% |
| 3M | -12.0% | -21.7% | +9.7% | -5.3% |
| 6M | -3.5% | -32.8% | +29.3% | +7.1% |
| YTD | +3.3% | -27.5% | +30.9% | +10.4% |
| 1Y | -7.4% | -28.0% | +20.6% | -1.0% |
| 3Y | +16.6% | -7.2% | +23.8% | +6.9% |
| 5Y | -57.9% | +22.6% | -80.5% | -66.6% |
| 10Y | +32.6% | +171.5% | -138.9% | -33.7% |
| All | +56.4% | +389.4% | -333.0% | -44.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling