-58.0%
JD vs LSCC
+36.6%
-94.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +8.4% | -11.0% | -4.6% |
| 7D | +7.9% | +19.3% | -11.4% | +2.6% |
| 30D | +4.8% | -9.6% | +14.4% | +6.5% |
| 3M | -13.9% | -12.4% | -1.5% | -12.5% |
| 6M | -5.8% | -10.5% | +4.6% | -7.3% |
| YTD | +2.4% | +54.8% | -52.4% | -16.7% |
| 1Y | -7.5% | +79.4% | -86.9% | -28.6% |
| 3Y | +20.9% | +109.6% | -88.7% | -20.7% |
| 5Y | -58.0% | +40.4% | -98.4% | -71.6% |
| All | -58.0% | +36.6% | -94.6% | -71.6% |
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