+54.3%
JD vs LNT
+255.1%
-200.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -1.7% | -0.1% | -1.6% | -1.7% |
| 30D | -13.2% | -3.2% | -10.0% | -12.8% |
| 3M | -3.2% | -4.1% | +0.9% | -2.8% |
| 6M | +15.2% | -4.6% | +19.8% | +15.7% |
| YTD | +2.0% | +7.0% | -5.0% | +0.8% |
| 1Y | -5.4% | +8.3% | -13.7% | -6.7% |
| 3Y | -9.1% | +51.0% | -60.1% | -14.5% |
| 5Y | -59.6% | +30.2% | -89.8% | -61.6% |
| 10Y | +26.2% | +143.6% | -117.4% | +8.6% |
| All | +54.3% | +255.1% | -200.8% | +21.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling