-9.5%
JD vs LSCC
+20.0%
-29.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.0% | -0.1% | +1.5% |
| 7D | -1.7% | +1.3% | -3.0% | -1.9% |
| 30D | -13.2% | -9.7% | -3.5% | -11.8% |
| 3M | -3.2% | -23.7% | +20.5% | +0.3% |
| 6M | +15.2% | +26.5% | -11.3% | +6.8% |
| YTD | +2.0% | +57.5% | -55.5% | -10.3% |
| 1Y | -5.4% | +75.7% | -81.1% | -19.2% |
| All | -9.5% | +20.0% | -29.6% | -18.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling