+47.2%
LH vs JAAA
+4.8%
+42.5%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | 0.0% | +3.9% | +3.9% |
| 7D | +2.1% | +0.2% | +1.9% | +1.8% |
| 30D | +19.2% | +0.4% | +18.7% | +17.9% |
| 3M | +18.0% | +1.2% | +16.8% | +15.1% |
| 6M | +46.1% | +2.3% | +43.7% | +39.3% |
| YTD | +47.7% | +3.9% | +43.8% | +36.6% |
| 1Y | +47.2% | +4.8% | +42.4% | +24.4% |
| All | +47.2% | +4.8% | +42.5% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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