-57.5%
JD vs LTH
+183.0%
-240.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.4% |
| 7D | +7.9% | +7.0% | +0.9% | +6.0% |
| 30D | +4.8% | +15.4% | -10.7% | +0.8% |
| 3M | -13.9% | +7.0% | -21.0% | -15.8% |
| 6M | -5.8% | +46.9% | -52.7% | -15.9% |
| YTD | +2.4% | +76.4% | -74.0% | -13.9% |
| 1Y | -7.5% | +83.7% | -91.3% | -23.3% |
| 3Y | +20.9% | +248.9% | -228.0% | -20.1% |
| 5Y | -58.0% | +141.8% | -199.9% | -75.1% |
| All | -57.5% | +183.0% | -240.5% | -74.6% |
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