+15.9%
JD vs LSCC
+69.3%
-53.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -8.6% | +11.9% | +4.6% |
| 7D | +11.7% | -4.8% | +16.6% | +12.3% |
| 30D | +8.1% | -27.1% | +35.2% | +12.8% |
| 3M | -12.0% | -23.6% | +11.6% | -9.2% |
| 6M | -3.5% | -19.8% | +16.3% | -3.0% |
| YTD | +3.3% | +33.2% | -29.9% | -7.3% |
| 1Y | -7.4% | +55.2% | -62.7% | -19.9% |
| All | +15.9% | +69.3% | -53.4% | -9.4% |
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 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