-68.9%
JLHL vs VT
+1.5%
-70.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.1% | -4.2% | -5.6% |
| 7D | -24.2% | -0.7% | -23.5% | -22.6% |
| 30D | +22.0% | -1.7% | +23.7% | +28.5% |
| 3M | -34.5% | -2.3% | -32.2% | -29.9% |
| 6M | -68.9% | +1.5% | -70.4% | -67.6% |
| All | -68.9% | +1.5% | -70.4% | -67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 6mo: compounded portfolio wealth divided by compounded VT 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…
6mo analysis · Full analysis span regression · 6 months rolling