+32.3%
JD vs LVS
-12.8%
+45.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -0.2% |
| 7D | -4.0% | -3.9% | -0.1% | -2.2% |
| 30D | +2.7% | +7.1% | -4.4% | -0.8% |
| 3M | -13.0% | -13.2% | +0.2% | -7.1% |
| 6M | -12.7% | -22.8% | +10.1% | -1.8% |
| YTD | -0.8% | -38.0% | +37.2% | +22.4% |
| 1Y | -8.9% | -39.5% | +30.6% | +13.6% |
| 3Y | +17.0% | -12.2% | +29.2% | +16.0% |
| 5Y | -63.5% | +6.4% | -69.9% | -68.0% |
| All | +32.3% | -12.8% | +45.2% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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