+20.9%
JD vs LVS
-11.6%
+32.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.2% | -2.0% |
| 7D | +7.9% | +5.2% | +2.7% | +5.8% |
| 30D | +4.8% | +12.0% | -7.2% | +0.3% |
| 3M | -13.9% | -11.5% | -2.4% | -10.0% |
| 6M | -5.8% | -23.2% | +17.4% | +3.6% |
| YTD | +2.4% | -36.7% | +39.1% | +20.7% |
| 1Y | -7.5% | -36.8% | +29.2% | +8.9% |
| 3Y | +20.9% | -10.5% | +31.4% | +15.5% |
| All | +20.9% | -11.6% | +32.4% | +15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling