+30.5%
JD vs LSCC
+1,244.7%
-1,214.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +7.1% | -5.5% | -0.3% |
| 7D | +13.4% | +13.0% | +0.4% | +9.1% |
| 30D | +7.7% | -19.8% | +27.5% | +13.4% |
| 3M | -11.3% | -18.4% | +7.1% | -7.9% |
| 6M | -5.1% | -16.1% | +11.0% | -5.0% |
| YTD | +5.0% | +42.7% | -37.7% | -12.6% |
| 1Y | -5.6% | +68.0% | -73.6% | -25.8% |
| 3Y | +17.8% | +85.8% | -68.1% | -18.4% |
| 5Y | -57.2% | +28.0% | -85.2% | -68.6% |
| All | +30.5% | +1,244.7% | -1,214.2% | -56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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