+74.9%
JLHL vs SPY
+14.6%
+60.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.7% | +5.8% | +5.0% |
| 7D | +25.7% | -0.7% | +26.4% | +26.9% |
| 30D | +80.2% | -1.0% | +81.2% | +83.3% |
| 3M | +31.0% | -0.3% | +31.3% | +32.0% |
| 6M | -64.1% | +7.3% | -71.5% | -65.8% |
| YTD | +76.2% | +13.3% | +62.9% | +63.1% |
| 1Y | +74.9% | +14.8% | +60.1% | +57.2% |
| All | +74.9% | +14.6% | +60.2% | +57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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