+17.8%
JD vs LTH
+268.4%
-250.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +3.0% | +1.9% |
| 7D | +13.4% | +4.5% | +8.9% | +12.4% |
| 30D | +7.7% | +16.3% | -8.7% | +4.7% |
| 3M | -11.3% | +8.4% | -19.6% | -12.8% |
| 6M | -5.1% | +40.3% | -45.4% | -11.7% |
| YTD | +5.0% | +77.3% | -72.2% | -7.3% |
| 1Y | -5.6% | +88.0% | -93.6% | -17.8% |
| 3Y | +17.8% | +274.3% | -256.5% | -7.0% |
| All | +17.8% | +268.4% | -250.6% | -7.0% |
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 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