-61.3%
JD vs LSCC
+82.7%
-144.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -11.0% |
| 3M | -3.2% | -23.7% | +20.5% | +2.1% |
| 6M | +15.2% | +26.5% | -11.3% | +2.8% |
| YTD | +2.0% | +57.5% | -55.5% | -16.0% |
| 1Y | -5.4% | +75.7% | -81.1% | -25.5% |
| 3Y | -9.1% | +19.5% | -28.6% | -22.8% |
| All | -61.3% | +82.7% | -144.0% | -76.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling