-6.4%
JD vs LTH
+83.5%
-89.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.5% |
| 7D | +7.9% | +7.0% | +0.9% | +7.2% |
| 30D | +4.8% | +15.4% | -10.7% | +3.2% |
| 3M | -13.9% | +7.0% | -21.0% | -14.5% |
| 6M | -5.8% | +46.9% | -52.7% | -11.2% |
| YTD | +2.4% | +76.4% | -74.0% | -6.6% |
| All | -6.4% | +83.5% | -89.9% | -15.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling