-8.9%
JD vs LVS
-39.8%
+30.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -0.9% |
| 7D | -4.0% | -3.9% | -0.1% | -3.3% |
| 30D | +2.7% | +7.1% | -4.4% | +1.4% |
| 3M | -13.0% | -13.2% | +0.2% | -11.4% |
| 6M | -12.7% | -22.8% | +10.1% | -10.0% |
| YTD | -0.8% | -38.0% | +37.2% | +5.6% |
| 1Y | -8.9% | -39.5% | +30.6% | -2.2% |
| All | -8.9% | -39.8% | +30.9% | -2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling