-9.5%
JD vs LTH
+152.2%
-161.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.5% | +1.8% |
| 7D | -1.7% | -0.6% | -1.0% | -1.6% |
| 30D | -13.2% | -4.6% | -8.6% | -12.5% |
| 3M | -3.2% | +32.8% | -36.0% | -9.0% |
| 6M | +15.2% | +64.6% | -49.4% | +3.1% |
| YTD | +2.0% | +62.6% | -60.7% | -8.7% |
| 1Y | -5.4% | +49.9% | -55.3% | -14.0% |
| All | -9.5% | +152.2% | -161.7% | -26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling