+44.0%
JLHL vs SPY
+26.9%
+17.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | -0.1% |
| 7D | 0.0% | -0.8% | +0.8% | +0.9% |
| 30D | -20.9% | -1.1% | -19.8% | -19.9% |
| 3M | -75.7% | +3.9% | -79.6% | -76.2% |
| 6M | -2.2% | +13.6% | -15.9% | -11.1% |
| YTD | +51.1% | +12.7% | +38.4% | +38.8% |
| 1Y | +46.7% | +17.5% | +29.2% | +31.4% |
| All | +44.0% | +26.9% | +17.1% | +11.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling