+21.5%
JD vs LSCC
+1,772.4%
-1,750.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.0% | -0.1% | +1.3% |
| 7D | -1.7% | +1.3% | -3.0% | -2.0% |
| 30D | -13.2% | -9.7% | -3.5% | -10.9% |
| 3M | -3.2% | -23.7% | +20.5% | +2.2% |
| 6M | +15.2% | +26.5% | -11.3% | +2.9% |
| YTD | +2.0% | +57.5% | -55.5% | -15.7% |
| 1Y | -5.4% | +75.7% | -81.1% | -25.1% |
| 3Y | -9.1% | +19.5% | -28.6% | -24.7% |
| 5Y | -59.6% | +83.8% | -143.4% | -72.7% |
| All | +21.5% | +1,772.4% | -1,750.8% | -57.7% |
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