+16.4%
JD vs LVS
-0.5%
+16.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.9% |
| 7D | -2.6% | -4.3% | +1.7% | -0.5% |
| 30D | -15.4% | -6.8% | -8.5% | -12.5% |
| 3M | -5.0% | -15.6% | +10.6% | +2.8% |
| 6M | +0.9% | -20.6% | +21.5% | +11.7% |
| YTD | -2.5% | -33.4% | +30.9% | +16.4% |
| 1Y | -16.0% | -20.1% | +4.1% | -9.7% |
| 3Y | -8.5% | -7.4% | -1.1% | -11.4% |
| 5Y | -61.8% | +8.5% | -70.3% | -67.0% |
| All | +16.4% | -0.5% | +16.9% | -0.5% |
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