-57.7%
JD vs LTH
+160.9%
-218.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.5% | +1.8% |
| 7D | -1.7% | -0.6% | -1.0% | -1.5% |
| 30D | -13.2% | -4.6% | -8.6% | -12.3% |
| 3M | -3.2% | +32.8% | -36.0% | -11.0% |
| 6M | +15.2% | +64.6% | -49.4% | -0.9% |
| YTD | +2.0% | +62.6% | -60.7% | -12.2% |
| 1Y | -5.4% | +49.9% | -55.3% | -16.9% |
| 3Y | -9.1% | +151.3% | -160.4% | -33.9% |
| All | -57.7% | +160.9% | -218.6% | -74.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling