-56.5%
JD vs LTH
+184.4%
-240.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +3.0% | +2.0% |
| 7D | +13.4% | +4.5% | +8.9% | +12.0% |
| 30D | +7.7% | +16.3% | -8.7% | +3.4% |
| 3M | -11.3% | +8.4% | -19.6% | -13.5% |
| 6M | -5.1% | +40.3% | -45.4% | -14.3% |
| YTD | +5.0% | +77.3% | -72.2% | -11.8% |
| 1Y | -5.6% | +88.0% | -93.6% | -22.2% |
| 3Y | +17.8% | +274.3% | -256.5% | -24.0% |
| 5Y | -57.2% | +142.9% | -200.1% | -74.6% |
| All | -56.5% | +184.4% | -240.8% | -74.0% |
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