+32.3%
JD vs LNT
+185.4%
-153.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.2% |
| 7D | -4.0% | -0.5% | -3.5% | -4.0% |
| 30D | +2.7% | +9.9% | -7.3% | +1.5% |
| 3M | -13.0% | +4.8% | -17.8% | -13.5% |
| 6M | -12.7% | +2.2% | -14.9% | -13.1% |
| YTD | -0.8% | +15.9% | -16.7% | -2.9% |
| 1Y | -8.9% | +10.6% | -19.4% | -10.3% |
| 3Y | +17.0% | +66.1% | -49.0% | +9.0% |
| 5Y | -63.5% | +55.6% | -119.1% | -66.2% |
| All | +32.3% | +185.4% | -153.1% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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