-57.7%
JD vs LTH
+186.2%
-243.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.4% | -0.5% |
| 7D | +5.2% | +6.4% | -1.2% | +3.5% |
| 30D | +4.5% | +16.7% | -12.2% | +0.2% |
| 3M | -15.4% | +11.7% | -27.1% | -18.2% |
| 6M | -6.0% | +48.5% | -54.6% | -16.4% |
| YTD | +2.2% | +78.4% | -76.2% | -14.4% |
| 1Y | -6.7% | +89.7% | -96.3% | -23.2% |
| 3Y | +20.5% | +245.6% | -225.1% | -20.1% |
| 5Y | -58.4% | +142.7% | -201.1% | -75.4% |
| All | -57.7% | +186.2% | -243.8% | -74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 10y: compounded portfolio wealth divided by compounded LTH 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…
10y analysis · Full analysis span regression · 6 months rolling