+54.3%
JD vs LVS
-14.4%
+68.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.0% |
| 7D | -1.7% | -1.5% | -0.2% | -1.0% |
| 30D | -13.2% | -3.2% | -9.9% | -11.9% |
| 3M | -3.2% | -12.0% | +8.8% | +2.4% |
| 6M | +15.2% | -19.9% | +35.1% | +26.4% |
| YTD | +2.0% | -30.6% | +32.6% | +18.6% |
| 1Y | -5.4% | -17.7% | +12.4% | +0.1% |
| 3Y | -9.1% | -14.2% | +5.1% | -8.2% |
| 5Y | -59.6% | +9.6% | -69.2% | -64.9% |
| 10Y | +26.2% | +5.7% | +20.6% | +4.1% |
| All | +54.3% | -14.4% | +68.7% | +36.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling