+64.7%
LH vs JAAA
+18.9%
+45.7%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -3.2% | +0.1% | -3.3% | -3.4% |
| 30D | +0.1% | +0.5% | -0.3% | -1.0% |
| 3M | +18.6% | +1.2% | +17.4% | +14.9% |
| 6M | +17.9% | +2.7% | +15.2% | +10.0% |
| YTD | +28.9% | +3.2% | +25.7% | +18.8% |
| 1Y | +16.6% | +4.8% | +11.8% | +3.0% |
| All | +64.7% | +18.9% | +45.7% | +50.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling