-57.1%
JD vs LSCC
+26.3%
-83.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +7.1% | -5.5% | -0.2% |
| 7D | +13.4% | +13.0% | +0.4% | +9.5% |
| 30D | +7.7% | -19.8% | +27.5% | +13.0% |
| 3M | -11.3% | -18.4% | +7.1% | -8.1% |
| 6M | -5.1% | -16.1% | +11.0% | -5.1% |
| YTD | +5.0% | +42.7% | -37.7% | -12.6% |
| 1Y | -5.6% | +68.0% | -73.6% | -25.9% |
| 3Y | +17.8% | +85.8% | -68.1% | -19.6% |
| All | -57.1% | +26.3% | -83.5% | -69.8% |
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