-58.9%
JD vs LTH
+174.8%
-233.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.2% | +2.9% | -0.2% |
| 7D | -4.0% | -4.6% | +0.6% | -2.8% |
| 30D | +2.7% | +14.8% | -12.2% | -1.2% |
| 3M | -13.0% | +3.9% | -17.0% | -14.2% |
| 6M | -12.7% | +35.5% | -48.2% | -20.4% |
| YTD | -0.8% | +71.3% | -72.1% | -16.0% |
| 1Y | -8.9% | +75.7% | -84.6% | -23.5% |
| 3Y | +17.0% | +231.9% | -214.9% | -21.6% |
| 5Y | -63.5% | +130.5% | -194.0% | -78.1% |
| All | -58.9% | +174.8% | -233.7% | -75.2% |
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